| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 13 of 94 | 86% | 7 of 14 | 50% | 9 | 14 | 3 | 20 | 2 | 7 |
| DeliverableSwapFutures(String, String, double, double, LastTradingDateSetting) | | 91% | | 50% | 6 | 7 | 1 | 12 | 0 | 1 |
| currency() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| tenor() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| Create(JulianDate, double) | | 90% | | 50% | 1 | 2 | 0 | 3 | 0 | 1 |
| nominal() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| rateIncrement() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| ltds() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |