| 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.java | | 25% | | 27% | 29 | 31 | 53 | 67 | 18 | 20 | 6 | 7 |
| NumeraireInducedMeasureShift.java | | 59% | | 50% | 9 | 11 | 7 | 18 | 5 | 7 | 0 | 1 |