| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 0 of 420 | 100% | 0 of 12 | 100% | 0 | 11 | 0 | 63 | 0 | 5 |
| makeBaseVolTable() | | 100% | | 100% | 0 | 5 | 0 | 28 | 0 | 1 |
| makeSwapRateTable() | | 100% | | 100% | 0 | 3 | 0 | 14 | 0 | 1 |
| SABRVolatilityCubeParallelFactory(String, LocalDate, SchedulePrototype, SchedulePrototype, double, double, double, double, double, double, SwaptionDataLattice, VolatilityCubeModel, String) | | 100% | n/a | 0 | 1 | 0 | 15 | 0 | 1 | |
| buildParallel() | | 100% | n/a | 0 | 1 | 0 | 3 | 0 | 1 | |
| createSABRVolatilityCubeParallel(String, LocalDate, SchedulePrototype, SchedulePrototype, double, double, double, double, double, double, SwaptionDataLattice, VolatilityCubeModel, String) | | 100% | n/a | 0 | 1 | 0 | 3 | 0 | 1 |