| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 181 of 181 | 0% | 12 of 12 | 0% | 10 | 10 | 38 | 38 | 4 | 4 |
| getValues(double, LIBORMarketModel) | | 0% | | 0% | 6 | 6 | 28 | 28 | 1 | 1 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| ForwardRateVolatilitySurfaceCurvature(double) | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 | |
| ForwardRateVolatilitySurfaceCurvature() | | 0% | n/a | 1 | 1 | 3 | 3 | 1 | 1 |