| 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.java | | 61% | | 50% | 18 | 31 | 29 | 73 | 6 | 14 | 1 | 3 |
| MultiFactorStateEvolver.java | | 90% | | 60% | 29 | 45 | 16 | 132 | 3 | 12 | 0 | 1 |
| G2PlusPlus.java | | 83% | | 50% | 20 | 24 | 10 | 37 | 7 | 11 | 0 | 1 |
| ShortForwardRateUpdate.java | | 85% | | 50% | 14 | 28 | 16 | 48 | 0 | 14 | 0 | 1 |