| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 83 of 83 | 0% | 10 of 10 | 0% | 11 | 11 | 22 | 22 | 6 | 6 |
| denseTradePaymentArray(int, int, MarketPath) | | 0% | | 0% | 3 | 3 | 9 | 9 | 1 | 1 |
| NumeraireMPoR(LatentStateLabel, double) | | 0% | | 0% | 3 | 3 | 7 | 7 | 1 | 1 |
| variationMarginEstimate(int, MarketPath) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| notional() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| latentStateLabel() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| tradePayment(int, MarketPath) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |