| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 56 of 170 | 67% | 5 of 14 | 64% | 7 | 14 | 12 | 37 | 3 | 7 |
| getAdaptedBondValue(double, double, TermStructureMonteCarloSimulationModel) | | 34% | | 25% | 2 | 3 | 7 | 11 | 0 | 1 |
| DiscreteTenorRollOver(double, double, double) | | 66% | | 50% | 2 | 3 | 2 | 9 | 0 | 1 |
| toString() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getFixingTime() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getPeriodLength() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 4 | 0 | 13 | 0 | 1 |
| getPaymentTime() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |