| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 297 of 1,325 | 77% | 65 of 126 | 48% | 71 | 120 | 68 | 233 | 14 | 57 | 0 | 5 |
| TrinomialTreeSequenceMetrics | | 48% | | 23% | 21 | 28 | 18 | 42 | 6 | 13 | 0 | 1 |
| SingleFactorStateEvolver | | 87% | | 58% | 33 | 47 | 25 | 91 | 5 | 13 | 0 | 1 |
| ShortRateUpdate | | 70% | | 50% | 7 | 15 | 11 | 32 | 0 | 8 | 0 | 1 |
| TrinomialTreeTransitionMetrics | | 85% | | 50% | 7 | 21 | 13 | 53 | 3 | 17 | 0 | 1 |
| TrinomialTreeNodeMetrics | | 91% | | 50% | 3 | 9 | 1 | 15 | 0 | 6 | 0 | 1 |