| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 46 of 204 | 77% | 1 of 6 | 83% | 6 | 12 | 14 | 40 | 5 | 9 |
| ConstantMaturitySwaprate(String, String, double, double[]) | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 | |
| queryUnderlyings() | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | |
| ConstantMaturitySwaprate(double, double[]) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| ConstantMaturitySwaprate(String, String, double, double, double) | | 85% | | 50% | 1 | 2 | 1 | 8 | 0 | 1 |
| ConstantMaturitySwaprate(double[]) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 3 | 0 | 15 | 0 | 1 |
| ConstantMaturitySwaprate(double, double, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| ConstantMaturitySwaprate(double, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |