| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 27 of 329 | 91% | 2 of 6 | 66% | 2 | 6 | 3 | 43 | 0 | 3 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 86% | | 66% | 2 | 4 | 3 | 27 | 0 | 1 |
| getValue(ForwardCurve, double) | | 100% | n/a | 0 | 1 | 0 | 9 | 0 | 1 | |
| CMSOption(double, double[], double[], double[], double) | | 100% | n/a | 0 | 1 | 0 | 7 | 0 | 1 |