| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,790 of 1,790 | 0% | 260 of 260 | 0% | 160 | 160 | 382 | 382 | 30 | 30 | 5 | 5 |
| FixFloatExplainProcessor.java | | 0% | | 0% | 76 | 76 | 175 | 175 | 5 | 5 | 1 | 1 |
| TreasuryBondExplainProcessor.java | | 0% | | 0% | 33 | 33 | 122 | 122 | 6 | 6 | 1 | 1 |
| HorizonChangeExplainProcessor.java | | 0% | | 0% | 29 | 29 | 51 | 51 | 12 | 12 | 1 | 1 |
| MarketMeasureRollDown.java | | 0% | | 0% | 12 | 12 | 16 | 16 | 5 | 5 | 1 | 1 |
| HorizonChangeExplainExecutor.java | | 0% | | 0% | 10 | 10 | 18 | 18 | 2 | 2 | 1 | 1 |