| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 57 of 256 | 77% | 5 of 20 | 75% | 9 | 19 | 10 | 46 | 4 | 9 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 78% | | 72% | 5 | 10 | 3 | 16 | 0 | 1 |
| queryUnderlyings() | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getPeriodStartOffset() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getPeriodLength() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getPeriodLength(TermStructureMonteCarloSimulationModel, double) | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| LIBORIndex(String, String, String, BusinessdayCalendar, BusinessdayCalendar.DateRollConvention) | | 100% | n/a | 0 | 1 | 0 | 7 | 0 | 1 | |
| LIBORIndex(String, double, double) | | 100% | n/a | 0 | 1 | 0 | 7 | 0 | 1 | |
| LIBORIndex(double, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |