| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 157 of 157 | 0% | 8 of 8 | 0% | 7 | 7 | 23 | 23 | 3 | 3 |
| getValues(double, TimeDiscretization, LIBORMarketModel) | | 0% | | 0% | 3 | 3 | 13 | 13 | 1 | 1 |
| getValue(double, MonteCarloSimulationModel) | | 0% | | 0% | 3 | 3 | 6 | 6 | 1 | 1 |
| SwaprateCovarianceAnalyticApproximation(double[], double[]) | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 |