| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 25 of 144 | 82% | 3 of 8 | 62% | 5 | 8 | 6 | 33 | 2 | 4 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 90% | | 62% | 3 | 5 | 2 | 22 | 0 | 1 |
| SimpleZeroSwap(double[], double[], double[], boolean) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| SimpleZeroSwap(double[], double[], double[]) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| SimpleZeroSwap(double[], double[], double[], AbstractIndex, boolean) | | 100% | n/a | 0 | 1 | 0 | 7 | 0 | 1 |