| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 4 of 137 | 97% | 1 of 4 | 75% | 2 | 5 | 2 | 29 | 1 | 3 |
| getStrikes() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 99% | | 75% | 1 | 3 | 1 | 22 | 0 | 1 |
| FlexiCap(double[], double[], double[], int) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 |