| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 218 of 218 | 0% | 30 of 30 | 0% | 21 | 21 | 47 | 47 | 6 | 6 |
| AndersenPykhtinSokolStretch(int[], double[], R1ToR1[], TradePayment[]) | | 0% | | 0% | 14 | 14 | 23 | 23 | 1 | 1 |
| denseExposure(double[]) | | 0% | | 0% | 3 | 3 | 20 | 20 | 1 | 1 |
| sparseDateArray() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| sparseExposureArray() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| sparseLocalVolatilityArray() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| denseTradePaymentArray() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |