| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 130 of 343 | 62% | 15 of 36 | 58% | 14 | 25 | 33 | 85 | 4 | 7 |
| continuousForwardVolatilityConstraint(ForwardCurve, int) | | 0% | | 0% | 4 | 4 | 14 | 14 | 1 | 1 |
| crossVolatilityIntegralProduct(int, int, int) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| continuousForwardVolatility(int, MergedDiscountForwardCurve) | | 88% | | 83% | 2 | 7 | 6 | 29 | 0 | 1 |
| continuousForwardVolatility(int, ForwardCurve) | | 88% | | 83% | 2 | 7 | 6 | 29 | 0 | 1 |
| LognormalLIBORVolatility(int, ForwardLabel, MarketSurface[], PrincipalFactorSequenceGenerator) | | 80% | | 50% | 1 | 2 | 1 | 7 | 0 | 1 |
| spotDate() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| forwardLabel() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |