| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 12 of 91 | 86% | 0 of 0 | n/a | 4 | 6 | 4 | 22 | 4 | 6 |
| getOptionMaturity() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getPeriodStart() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getPeriodEnd() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getStrike() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | n/a | 0 | 1 | 0 | 12 | 0 | 1 | |
| DigitalCaplet(double, double, double, double) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 |