| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 245 of 734 | 66% | 36 of 66 | 45% | 52 | 61 | 57 | 126 | 19 | 28 | 0 | 3 |
| StochasticVolatilityStateEvolver.java | | 64% | | 42% | 30 | 33 | 39 | 76 | 10 | 13 | 0 | 1 |
| ForwardRateUpdate.java | | 69% | | 50% | 7 | 11 | 10 | 23 | 2 | 6 | 0 | 1 |
| ImpliedBlackVolatility.java | | 75% | | 50% | 15 | 17 | 8 | 27 | 7 | 9 | 0 | 1 |