| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 181 of 390 | 53% | 49 of 76 | 35% | 36 | 42 | 44 | 96 | 2 | 4 |
| GeneratePeriodUnitLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, int, CurveSurfaceQuoteContainer) | | 0% | | 0% | 16 | 16 | 37 | 37 | 1 | 1 |
| GenerateDayStepLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, int, CurveSurfaceQuoteContainer) | | 87% | | 61% | 10 | 14 | 3 | 34 | 0 | 1 |
| GenerateWholeLossPeriods(CreditComponent, ValuationParams, CompositePeriod, int, CurveSurfaceQuoteContainer) | | 86% | | 55% | 9 | 11 | 3 | 24 | 0 | 1 |
| LossQuadratureGenerator() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |