| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 122 of 227 | 46% | 8 of 10 | 20% | 5 | 9 | 16 | 41 | 0 | 4 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 35% | | 20% | 5 | 6 | 16 | 29 | 0 | 1 |
| Caplet(double, double, double, double, boolean, Caplet.ValueUnit) | | 100% | n/a | 0 | 1 | 0 | 8 | 0 | 1 | |
| Caplet(double, double, double, boolean) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| Caplet(double, double, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |