| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 34 of 230 | 85% | 14 of 30 | 53% | 15 | 21 | 16 | 50 | 1 | 6 |
| Init() | | 85% | | 53% | 12 | 14 | 12 | 39 | 0 | 1 |
| AddIndexConvention(String, String, String, String, String, JulianDate, JulianDate, int, String, double, double, int) | | 82% | n/a | 0 | 1 | 3 | 6 | 0 | 1 | |
| CreditIndexConventionContainer() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| ConventionFromFullName(String) | | 85% | | 50% | 2 | 3 | 0 | 2 | 0 | 1 |
| AddCDXNAIG5YSeries(String, JulianDate, JulianDate) | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| static {...} | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |