| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 122 of 122 | 0% | 28 of 28 | 0% | 18 | 18 | 25 | 25 | 4 | 4 |
| addNativeForwardRate(String, String, double) | | 0% | | 0% | 7 | 7 | 10 | 10 | 1 | 1 |
| nativeForwardRate(String, String) | | 0% | | 0% | 8 | 8 | 8 | 8 | 1 | 1 |
| FundingCurveMetrics(JulianDate) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| close() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |