| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 64 of 106 | 39% | 16 of 18 | 11% | 11 | 13 | 14 | 25 | 2 | 4 |
| queryUnderlyings() | | 0% | | 0% | 8 | 8 | 12 | 12 | 1 | 1 |
| toString() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | | 50% | 2 | 3 | 0 | 6 | 0 | 1 |
| CappedFlooredIndex(AbstractIndex, AbstractIndex, AbstractIndex) | | 100% | n/a | 0 | 1 | 0 | 5 | 0 | 1 |