| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 48 of 206 | 76% | 7 of 13 | 46% | 9 | 15 | 9 | 38 | 4 | 8 |
| conditionalExpectation(RandomVariable, int) | | 81% | | 50% | 3 | 5 | 1 | 13 | 0 | 1 |
| getTransitionProbability(int, int, int) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| getChildStateIndexShift() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| JarrowRuddModel(double, double, double, double, double) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| getNumberOfBranches(int, int) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| buildSpotLevel(int) | | 100% | | 100% | 0 | 2 | 0 | 14 | 0 | 1 |
| JarrowRuddModel(double, double, double, double, int) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| statesAt(int) | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |