| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 17 of 368 | 95% | 6 of 18 | 66% | 7 | 14 | 7 | 58 | 1 | 5 |
| IndexConventionFromJurisdiction(String, String) | | 83% | | 60% | 4 | 6 | 3 | 13 | 0 | 1 |
| Init() | | 98% | | 100% | 0 | 2 | 3 | 40 | 0 | 1 |
| OvernightFixedFloatContainer() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FundConventionFromJurisdiction(String) | | 100% | | 66% | 2 | 4 | 0 | 3 | 0 | 1 |
| static {...} | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |