| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 284 of 465 | 38% | 4 of 8 | 50% | 4 | 15 | 30 | 72 | 1 | 11 |
| toString() | | 0% | | 0% | 2 | 2 | 30 | 30 | 1 | 1 |
| BGMTenorNodeSequence(BGMForwardTenorSnap[]) | | 93% | | 66% | 2 | 4 | 0 | 33 | 0 | 1 |
| dates() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| liborRates() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| liborRateIncrements() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| discountFactors() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| discountFactorIncrements() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| instantaneousEffectiveForwardRates() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| instantaneousNominalForwardRates() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| continuousForwardRateIncrements() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| spotRateIncrements() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |