| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 25 of 101 | 75% | 6 of 12 | 50% | 11 | 13 | 7 | 22 | 5 | 7 |
| SABRLIBORCapVolatility(double, double, double, double, double) | | 90% | | 50% | 5 | 6 | 1 | 13 | 0 | 1 |
| evaluate(double) | | 84% | | 50% | 1 | 2 | 1 | 4 | 0 | 1 |
| A() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| B() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| C() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| D() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| epoch() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |