| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 36 of 227 | 84% | 7 of 16 | 56% | 12 | 17 | 12 | 44 | 5 | 9 |
| createFloatFloatComponent(JulianDate, String, double, double, double) | | 87% | | 50% | 2 | 3 | 3 | 11 | 0 | 1 |
| floatingStream(JulianDate, CrossFloatStreamConvention, FixingSetting, String, double, double) | | 89% | | 75% | 1 | 3 | 3 | 16 | 0 | 1 |
| CrossFloatSwapConvention(CrossFloatStreamConvention, CrossFloatStreamConvention, int, boolean, int) | | 90% | | 50% | 4 | 5 | 1 | 11 | 0 | 1 |
| referenceConvention() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| derivedConvention() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| fixingType() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| spotLag() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| isFXMTM() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| toString() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |