| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 36 of 89 | 59% | 4 of 8 | 50% | 9 | 11 | 7 | 18 | 5 | 7 |
| alpha1() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| alpha0() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| NumeraireInducedMeasureShift(double, double, double) | | 85% | | 50% | 3 | 4 | 1 | 9 | 0 | 1 |
| densityRescale(double) | | 82% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| csaForward() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| noCSAForward() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| terminalVariance() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |