| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 2,670 of 5,003 | 46% | 561 of 878 | 36% | 418 | 552 | 494 | 926 | 52 | 113 | 1 | 13 |
| Helper.java | | 41% | | 38% | 197 | 259 | 225 | 372 | 21 | 42 | 0 | 1 |
| CompositePeriodBuilder.java | | 73% | | 56% | 63 | 104 | 62 | 230 | 4 | 21 | 0 | 1 |
| ForwardDecompositionUtil.java | | 0% | | 0% | 22 | 22 | 55 | 55 | 4 | 4 | 1 | 1 |
| FuturesHelper.java | | 7% | | 3% | 24 | 25 | 30 | 32 | 8 | 9 | 0 | 1 |
| LossQuadratureGenerator.java | | 53% | | 35% | 36 | 42 | 44 | 96 | 2 | 4 | 0 | 1 |
| OptionHelper.java | | 56% | | 24% | 35 | 47 | 28 | 71 | 5 | 14 | 0 | 4 |
| VertexDateBuilder.java | | 32% | | 17% | 16 | 18 | 25 | 32 | 3 | 4 | 0 | 1 |
| Logger.java | | 12% | | 11% | 12 | 14 | 22 | 25 | 3 | 5 | 0 | 1 |
| CaseInsensitiveTreeMap.java | | 65% | | 35% | 8 | 12 | 2 | 8 | 1 | 5 | 0 | 1 |
| CaseInsensitiveHashMap.java | | 65% | | 37% | 5 | 9 | 1 | 5 | 1 | 5 | 0 | 1 |