| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 147 of 327 | 55% | 15 of 34 | 55% | 15 | 20 | 14 | 46 | 0 | 3 |
| calibrateDCBasisFromFwdPriceNR(ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, double, double, boolean) | | 47% | | 53% | 14 | 16 | 13 | 33 | 0 | 1 |
| FXForwardComponent.FXBasisCalibrator(FXForwardComponent, FXForwardComponent) | | 82% | | 50% | 1 | 2 | 1 | 8 | 0 | 1 |
| calcFXFwd(ValuationParams, MergedDiscountForwardCurve, MergedDiscountForwardCurve, double, double, boolean) | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |