| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 12 of 24 | 50% | 0 of 0 | n/a | 3 | 5 | 4 | 8 | 3 | 5 |
| toString() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getCoupon() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| queryUnderlyings() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FixedCoupon(double) | | 100% | n/a | 0 | 1 | 0 | 3 | 0 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |