| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 0 of 161 | 100% | 0 of 4 | 100% | 0 | 4 | 0 | 23 | 0 | 2 |
| SwaptionWithComponents(double, double[], double[], double[]) | | 100% | | 100% | 0 | 3 | 0 | 21 | 0 | 1 |
| getValue(double, TermStructureMonteCarloSimulationModel) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |