| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 480 of 703 | 31% | 19 of 22 | 13% | 68 | 103 | 101 | 158 | 58 | 92 | 3 | 6 |
| LIBORMonteCarloSimulationFromTermStructureModel | | 0% | | 0% | 29 | 29 | 40 | 40 | 26 | 26 | 1 | 1 |
| TermStructureMonteCarloSimulationFromTermStructureModel | | 31% | | 16% | 16 | 23 | 22 | 34 | 13 | 20 | 0 | 1 |
| LIBORMonteCarloSimulationFromLIBORModel | | 55% | | 25% | 11 | 31 | 18 | 46 | 8 | 27 | 0 | 1 |
| TermStructureMonteCarloSimulationModel | | 0% | n/a | 6 | 6 | 11 | 11 | 6 | 6 | 1 | 1 | |
| CalibrationProduct | | 64% | | 0% | 4 | 12 | 8 | 25 | 3 | 11 | 0 | 1 |
| TermStructureModel | | 0% | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |