| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 27 of 473 | 94% | 6 of 26 | 76% | 7 | 18 | 6 | 72 | 1 | 5 |
| getValues(double, TimeDiscretization, LIBORMarketModel) | | 92% | | 64% | 5 | 8 | 3 | 27 | 0 | 1 |
| SwaptionSingleCurveAnalyticApproximation(double, TimeDiscretization) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 73% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| getLogSwaprateDerivative(TimeDiscretization, ForwardCurve, double[]) | | 100% | | 100% | 0 | 6 | 0 | 34 | 0 | 1 |
| SwaptionSingleCurveAnalyticApproximation(double, double[], Swaption.ValueUnit) | | 100% | n/a | 0 | 1 | 0 | 5 | 0 | 1 |