| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 81 of 253 | 67% | 5 of 20 | 75% | 7 | 20 | 17 | 58 | 3 | 10 |
| SwapAnnuity(TimeDiscretization) | | 0% | | 0% | 2 | 2 | 10 | 10 | 1 | 1 |
| toString() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| validateSchedule(double[], double[]) | | 81% | | 70% | 3 | 6 | 2 | 10 | 0 | 1 |
| getProductToModelTimeOffset(TermStructureMonteCarloSimulationModel) | | 75% | | 100% | 0 | 3 | 2 | 9 | 0 | 1 |
| getReferenceDate() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | | 100% | 0 | 3 | 0 | 16 | 0 | 1 |
| SwapAnnuity(LocalDateTime, double[], double[]) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 | |
| SwapAnnuity(double[], double[]) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| getMaturities() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| getPeriodLengths() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |