| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 49 of 49 | 0% | 4 of 4 | 0% | 6 | 6 | 12 | 12 | 4 | 4 |
| ShortRateProcess(int, R1R1ToR1) | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| continuouslyReinvestedAccrualFactor(int) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| spotDate() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| stochasticShortRateFunction() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |