| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 292 of 431 | 32% | 20 of 30 | 33% | 38 | 42 | 60 | 85 | 23 | 27 | 6 | 8 |
| FundingBasisEvolver | | 36% | | 37% | 14 | 16 | 33 | 47 | 6 | 8 | 0 | 1 |
| NumeraireInducedMeasureShift | | 59% | | 50% | 9 | 11 | 7 | 18 | 5 | 7 | 0 | 1 |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | | 0% | 3 | 3 | 5 | 5 | 2 | 2 | 1 | 1 |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | | 0% | 3 | 3 | 5 | 5 | 2 | 2 | 1 | 1 |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | | 0% | 3 | 3 | 4 | 4 | 2 | 2 | 1 | 1 |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 | |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 | |
| FundingBasisEvolver.new LocalEvaluator() {...} | | 0% | n/a | 2 | 2 | 2 | 2 | 2 | 2 | 1 | 1 |