| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 150 of 236 | 36% | 10 of 16 | 37% | 14 | 16 | 33 | 47 | 6 | 8 |
| fundingNumeraireProcess(String) | | 0% | | 0% | 2 | 2 | 11 | 11 | 1 | 1 |
| fundingSpreadNumeraireProcess(String) | | 0% | | 0% | 2 | 2 | 11 | 11 | 1 | 1 |
| csaForwardProcess() | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | |
| CSANoCSARatio(String) | | 76% | | 50% | 1 | 2 | 1 | 8 | 0 | 1 |
| FundingBasisEvolver(DiffusionEvaluatorLogarithmic, DiffusionEvaluatorMeanReversion, double) | | 88% | | 50% | 5 | 6 | 1 | 8 | 0 | 1 |
| underlyingEvolver() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| fundingSpreadEvolver() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| underlyingFundingSpreadCorrelation() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |