| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 6,700 of 11,833 | 43% | 396 of 724 | 45% | 389 | 624 | 1,063 | 1,981 | 157 | 260 | 8 | 16 |
| LIBORMarketModelStandard.java | | 0% | | 0% | 100 | 100 | 305 | 305 | 41 | 41 | 3 | 3 |
| HullWhiteModelWithShiftExtension.java | | 0% | | 0% | 67 | 67 | 227 | 227 | 33 | 33 | 2 | 2 |
| HullWhiteModelWithDirectSimulation.java | | 0% | | 0% | 60 | 60 | 209 | 209 | 30 | 30 | 1 | 1 |
| HullWhiteModelWithConstantCoeff.java | | 0% | | 0% | 38 | 38 | 99 | 99 | 27 | 27 | 1 | 1 |
| LIBORMarketModelFromCovarianceModel.java | | 77% | | 73% | 59 | 177 | 108 | 502 | 12 | 57 | 0 | 6 |
| HullWhiteModel.java | | 79% | | 68% | 39 | 106 | 59 | 374 | 9 | 46 | 0 | 1 |
| LIBORMarketModelWithTenorRefinement.java | | 77% | | 73% | 26 | 76 | 56 | 265 | 5 | 26 | 1 | 2 |