| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 25 of 606 | 95% | 8 of 38 | 78% | 9 | 24 | 5 | 91 | 1 | 5 |
| getValues(double, TimeDiscretization, LIBORMarketModel) | | 93% | | 75% | 4 | 9 | 2 | 27 | 0 | 1 |
| SwaptionAnalyticApproximation(double, TimeDiscretization) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 73% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| getLogSwaprateDerivative(TimeDiscretization, DiscountCurve, ForwardCurve) | | 100% | | 85% | 3 | 11 | 0 | 52 | 0 | 1 |
| SwaptionAnalyticApproximation(double, double[], Swaption.ValueUnit) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 |