| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 329 of 329 | 0% | 12 of 12 | 0% | 12 | 12 | 62 | 62 | 6 | 6 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 0% | | 0% | 4 | 4 | 22 | 22 | 1 | 1 |
| getValue(ForwardCurve, double) | | 0% | | 0% | 3 | 3 | 10 | 10 | 1 | 1 |
| SwaptionSingleCurve(double, TimeDiscretization, double) | | 0% | | 0% | 2 | 2 | 11 | 11 | 1 | 1 |
| SwaptionSingleCurve(double, double[], double[], double[], double[]) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| SwaptionSingleCurve(double, double[], double[], double[]) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| toString() | | 0% | n/a | 1 | 1 | 5 | 5 | 1 | 1 |