| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 830 of 2,320 | 64% | 117 of 220 | 46% | 153 | 181 | 194 | 485 | 48 | 71 | 0 | 5 |
| FXForwardComponent | | 53% | | 46% | 58 | 66 | 75 | 137 | 32 | 40 | 0 | 1 |
| ComponentPair | | 76% | | 44% | 48 | 59 | 50 | 168 | 4 | 12 | 0 | 1 |
| FXForwardComponent.FXBasisCalibrator | | 55% | | 55% | 15 | 20 | 14 | 46 | 0 | 3 | 0 | 1 |
| ForeignCollateralizedDomesticForward | | 60% | | 45% | 16 | 18 | 28 | 67 | 6 | 8 | 0 | 1 |
| DomesticCollateralizedForeignForward | | 61% | | 45% | 16 | 18 | 27 | 67 | 6 | 8 | 0 | 1 |