| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 150 of 1,316 | 88% | 9 of 44 | 79% | 12 | 77 | 17 | 215 | 3 | 55 | 0 | 7 |
| CashSettledPayerSwaption | | 89% | | 81% | 3 | 17 | 4 | 60 | 0 | 9 | 0 | 1 |
| CashSettledReceiverSwaption | | 89% | | 81% | 3 | 17 | 4 | 60 | 0 | 9 | 0 | 1 |
| AbstractSingleSwapRateProduct | | 87% | | 70% | 3 | 21 | 4 | 54 | 0 | 16 | 0 | 1 |
| AbstractAnalyticVolatilityCubeProduct | | 8% | n/a | 3 | 4 | 5 | 6 | 3 | 4 | 0 | 1 | |
| ConstantMaturitySwap | | 100% | n/a | 0 | 6 | 0 | 13 | 0 | 6 | 0 | 1 | |
| AnnuityDummyProduct | | 100% | | 100% | 0 | 7 | 0 | 15 | 0 | 6 | 0 | 1 |
| NormalizingDummyProduct | | 100% | n/a | 0 | 5 | 0 | 7 | 0 | 5 | 0 | 1 |