| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 23 of 361 | 93% | 3 of 8 | 62% | 7 | 22 | 8 | 68 | 4 | 18 |
| Create(List) | | 64% | | 50% | 1 | 2 | 3 | 5 | 0 | 1 |
| CompositePeriodCouponMetrics(List) | | 91% | | 50% | 2 | 3 | 1 | 17 | 0 | 1 |
| collateralCredit() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| collateralForward() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| collateralFunding() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| collateralFX() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| initialize() | | 100% | | 100% | 0 | 2 | 0 | 31 | 0 | 1 |
| cumulative() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| compounding() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| dcf() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| rate() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| creditForward() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| creditFunding() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| creditFX() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| forwardFunding() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| forwardFX() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| fundingFX() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| unitMetrics() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |