| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,294 of 1,294 | 0% | 92 of 92 | 0% | 86 | 86 | 211 | 211 | 40 | 40 | 5 | 5 |
| SimpleLIBORMarketModel.java | | 0% | | 0% | 51 | 51 | 132 | 132 | 26 | 26 | 3 | 3 |
| SimpleLIBORMarketModelWithWMC.java | | 0% | | 0% | 19 | 19 | 48 | 48 | 3 | 3 | 1 | 1 |
| AbstractLIBORMarketModel.java | | 0% | | 0% | 16 | 16 | 31 | 31 | 11 | 11 | 1 | 1 |