| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 3,072 of 3,535 | 13% | 532 of 590 | 9% | 308 | 339 | 576 | 668 | 28 | 44 | 4 | 10 |
| BasketProduct | | 13% | | 9% | 195 | 212 | 354 | 410 | 20 | 25 | 0 | 1 |
| Component | | 4% | | 2% | 96 | 100 | 192 | 200 | 4 | 8 | 0 | 1 |
| CalibratableComponent | | 76% | | 53% | 12 | 18 | 6 | 29 | 0 | 3 | 0 | 1 |
| BasketProduct.TenorDeltaGammaMeasureMap | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | 1 | 1 | |
| BasketProduct.FlatDeltaGammaMeasureMap | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | 1 | 1 | |
| BasketProduct.ComponentCurve | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | 1 | 1 | |
| BasketProduct.ComponentFactorTenorDeltaGammaMeasureMap | | 0% | n/a | 1 | 1 | 6 | 6 | 1 | 1 | 1 | 1 | |
| CreditComponent | 87% | 50% | 1 | 3 | 0 | 3 | 0 | 2 | 0 | 1 | ||
| CreditDefaultSwap | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | 0 | 1 | ||
| Bond | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | 0 | 1 |