| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 437 of 437 | 0% | 23 of 23 | 0% | 19 | 19 | 78 | 78 | 6 | 6 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 0% | | 0% | 10 | 10 | 40 | 40 | 1 | 1 |
| getValueOfLegAnalytic(double, TermStructureMonteCarloSimulationModel, Schedule, boolean, double, double) | | 0% | | 0% | 5 | 5 | 20 | 20 | 1 | 1 |
| getProcessTimeDiscretization(LocalDateTime) | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | |
| SwaptionFromSwapSchedules(LocalDateTime, SwaptionFromSwapSchedules.SwaptionType, LocalDate, Schedule, Schedule, double, double, Swaption.ValueUnit) | | 0% | n/a | 1 | 1 | 10 | 10 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| getExerciseDate() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |