| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 31 of 73 | 57% | 0 of 2 | 100% | 2 | 6 | 5 | 17 | 2 | 5 |
| Swap(Notional, Schedule, AbstractIndex, double, Schedule, AbstractIndex, double) | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |
| Swap(double[], double[], double[]) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 | |
| Swap(TermStructureMonteCarloProduct, TermStructureMonteCarloProduct) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 |