| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 48 of 161 | 70% | 7 of 14 | 50% | 7 | 15 | 11 | 32 | 0 | 8 |
| ShortRateUpdate(FundingLabel, int, int, int, LSQMPointRecord, LSQMPointRecord, double, double) | | 52% | | 50% | 3 | 4 | 4 | 12 | 0 | 1 |
| Create(FundingLabel, int, int, int, double, double, double, double, double) | | 78% | | 50% | 3 | 4 | 6 | 12 | 0 | 1 |
| zeroCouponBondPrice(double) | | 70% | | 50% | 1 | 2 | 1 | 3 | 0 | 1 |
| realizedFinalShortRate() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| shortRateIncrement() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| initialShortRate() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| expectedFinalShortRate() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| finalShortRateVariance() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |