| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 168 of 168 | 0% | 12 of 12 | 0% | 13 | 13 | 48 | 48 | 7 | 7 |
| denseTradePaymentArray(int, int, MarketPath) | | 0% | | 0% | 4 | 4 | 21 | 21 | 1 | 1 |
| tradePayment(int, MarketPath) | | 0% | | 0% | 3 | 3 | 12 | 12 | 1 | 1 |
| FixFloatMPoR(FixFloatComponent, double) | | 0% | | 0% | 2 | 2 | 10 | 10 | 1 | 1 |
| variationMarginEstimate(int, MarketPath) | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| notional() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| fixedStreamMPoR() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| floatStreamMPoR() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |