| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 15 of 43 | 65% | 0 of 0 | n/a | 3 | 10 | 3 | 11 | 3 | 10 |
| setPV(double) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| setDerivedParBasisSpread(double) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| setReferenceParBasisSpread(double) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FloatFloatQuoteSet(LatentStateSpecification[]) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| containsPV() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| pv() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| containsDerivedParBasisSpread() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| derivedParBasisSpread() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| containsReferenceParBasisSpread() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| referenceParBasisSpread() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |