| BermudanSwaptionFromSwapSchedules.java |  | 0% | | 0% | 52 | 52 | 177 | 177 | 36 | 36 | 10 | 10 |
| SwaptionFromSwapSchedules.java | | 0% | | 0% | 22 | 22 | 82 | 82 | 9 | 9 | 3 | 3 |
| ForwardSensitivityDeltaHedgedPortfolio.java |  | 71% | | 60% | 55 | 108 | 91 | 319 | 21 | 48 | 0 | 1 |
| SwaptionGeneralizedAnalyticApproximation.java | | 59% | | 50% | 20 | 36 | 63 | 156 | 2 | 8 | 0 | 3 |
| SwaptionSingleCurve.java | | 0% | | 0% | 12 | 12 | 62 | 62 | 6 | 6 | 1 | 1 |
| CancelableSwap.java | | 0% | | 0% | 8 | 8 | 55 | 55 | 4 | 4 | 1 | 1 |
| Portfolio.java | | 0% | | 0% | 20 | 20 | 38 | 38 | 8 | 8 | 1 | 1 |
| ForwardRateVolatilitySurfaceCurvature.java | | 0% | | 0% | 10 | 10 | 38 | 38 | 4 | 4 | 1 | 1 |
| SwapLegWithFundingProvider.java | | 0% | | 0% | 7 | 7 | 36 | 36 | 2 | 2 | 1 | 1 |
| BermudanSwaption.java | | 68% | | 30% | 21 | 30 | 27 | 95 | 9 | 17 | 0 | 1 |
| SwaprateCovarianceAnalyticApproximation.java | | 0% | | 0% | 7 | 7 | 23 | 23 | 3 | 3 | 1 | 1 |
| Caplet.java | | 55% | | 20% | 5 | 10 | 16 | 49 | 0 | 5 | 0 | 2 |
| DigitalFloorlet.java | | 0% | | 0% | 4 | 4 | 22 | 22 | 2 | 2 | 1 | 1 |
| SimpleSwap.java | | 57% | | 66% | 13 | 18 | 25 | 55 | 11 | 15 | 1 | 2 |
| MoneyMarketAccount.java | | 0% | | 0% | 7 | 7 | 22 | 22 | 4 | 4 | 1 | 1 |
| SwapAnnuity.java | | 67% | | 75% | 7 | 20 | 17 | 58 | 3 | 10 | 0 | 1 |
| SwaptionSimple.java | | 68% | | 50% | 7 | 15 | 9 | 31 | 1 | 4 | 0 | 1 |
| Swaption.java | | 85% | | 87% | 10 | 22 | 13 | 76 | 8 | 14 | 0 | 1 |
| DiscreteTenorRollOver.java | | 67% | | 64% | 7 | 14 | 12 | 37 | 3 | 7 | 0 | 1 |
| SwaptionFactory.java | | 0% | | 0% | 4 | 4 | 10 | 10 | 1 | 1 | 1 | 1 |
| SwaptionAnalyticApproximationRebonato.java | | 90% | | 78% | 8 | 21 | 8 | 75 | 1 | 5 | 0 | 1 |
| LIBORBond.java | | 0% | | 0% | 5 | 5 | 8 | 8 | 4 | 4 | 1 | 1 |
| SwapLeg.java | | 86% | | 77% | 5 | 15 | 5 | 45 | 0 | 4 | 0 | 1 |
| Swap.java | | 57% | | 100% | 2 | 6 | 5 | 17 | 2 | 5 | 0 | 1 |
| SwaptionSingleCurveAnalyticApproximation.java | | 94% | | 76% | 7 | 18 | 6 | 72 | 1 | 5 | 0 | 1 |
| CMSOption.java | | 91% | | 66% | 2 | 6 | 3 | 43 | 0 | 3 | 0 | 1 |
| Bond.java | | 79% | | 75% | 4 | 12 | 7 | 36 | 2 | 8 | 0 | 1 |
| SwaptionAnalyticApproximation.java | | 95% | | 78% | 9 | 24 | 5 | 91 | 1 | 5 | 0 | 1 |
| SimpleZeroSwap.java | | 82% | | 62% | 5 | 8 | 6 | 33 | 2 | 4 | 0 | 1 |
| AbstractTermStructureMonteCarloProduct.java | | 63% | | 50% | 4 | 8 | 4 | 15 | 2 | 6 | 0 | 1 |
| AbstractLIBORMonteCarloProduct.java | | 0% | | 0% | 4 | 4 | 7 | 7 | 3 | 3 | 1 | 1 |
| SwaptionATM.java | | 81% | | 50% | 4 | 8 | 2 | 17 | 0 | 3 | 0 | 1 |
| SimpleCappedFlooredFloatingRateBond.java | | 85% | | 62% | 3 | 6 | 3 | 32 | 0 | 2 | 0 | 1 |
| DigitalCaplet.java | | 86% | | n/a | 4 | 6 | 4 | 22 | 4 | 6 | 0 | 1 |
| FlexiCap.java | | 97% | | 75% | 2 | 5 | 2 | 29 | 1 | 3 | 0 | 1 |
| SwaptionWithComponents.java | | 100% | | 100% | 0 | 4 | 0 | 23 | 0 | 2 | 0 | 1 |
| SwapWithComponents.java | | 100% | | 100% | 0 | 4 | 0 | 22 | 0 | 2 | 0 | 1 |