| ComposableUnitPeriod(int, int, String, UnitCouponAccrualSetting) |   | 94% |   | 60% | 4 | 6 | 1 | 18 | 0 | 1 |
| accrualDCF(int) |   | 90% |   | 50% | 1 | 2 | 1 | 8 | 0 | 1 |
| couponDCFOffOfFreq() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| freq() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| tenor() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| dateLocation(int) |  | 100% |  | 100% | 0 | 3 | 0 | 3 | 0 | 1 |
| fullCouponRate(CurveSurfaceQuoteContainer) |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| couponDC() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| couponEOMAdjustment() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| accrualDC() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| accrualEOMAdjustment() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| calendar() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| accrualCompoundingRule() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| startDate() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| endDate() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |
| fullCouponDCF() |  | 100% | | n/a | 0 | 1 | 0 | 1 | 0 | 1 |