| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 38 of 38 | 0% | 4 of 4 | 0% | 6 | 6 | 13 | 13 | 4 | 4 |
| denseTradePaymentArray(int, int, MarketPath) | | 0% | | 0% | 3 | 3 | 9 | 9 | 1 | 1 |
| PositionGroupEstimator() | | 0% | n/a | 1 | 1 | 2 | 2 | 1 | 1 | |
| tradePayment(int, MarketPath) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| variationMarginEstimate(int, MarketPath) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |