| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 309 of 1,651 | 81% | 70 of 154 | 54% | 81 | 128 | 71 | 290 | 16 | 51 | 1 | 6 |
| MultiFactorVolatility | | 60% | | 50% | 15 | 25 | 26 | 63 | 4 | 10 | 0 | 1 |
| MultiFactorStateEvolver | | 90% | | 60% | 29 | 45 | 16 | 132 | 3 | 12 | 0 | 1 |
| G2PlusPlus | | 83% | | 50% | 20 | 24 | 10 | 37 | 7 | 11 | 0 | 1 |
| MultiFactorVolatility.new R1ToR1() {...} | | 0% | | 0% | 3 | 3 | 3 | 3 | 2 | 2 | 1 | 1 |
| ShortForwardRateUpdate | | 85% | | 50% | 14 | 28 | 16 | 48 | 0 | 14 | 0 | 1 |
| MultiFactorVolatility.new R1ToR1() {...} | | 100% | | 100% | 0 | 3 | 0 | 8 | 0 | 2 | 0 | 1 |