| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 164 of 164 | 0% | 10 of 10 | 0% | 7 | 7 | 36 | 36 | 2 | 2 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 0% | | 0% | 5 | 5 | 27 | 27 | 1 | 1 |
| SwapLegWithFundingProvider(Schedule, double[], AbstractIndex, double[], FundingCapacity) | | 0% | | 0% | 2 | 2 | 9 | 9 | 1 | 1 |