| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 11 of 55 | 80% | 4 of 6 | 33% | 5 | 9 | 2 | 16 | 2 | 6 |
| validate() | | 68% | | 33% | 3 | 4 | 0 | 2 | 0 | 1 |
| dayCount() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| currentFullCoupon() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FloaterSetting(FloaterLabel, String, double, double) | | 100% | n/a | 0 | 1 | 0 | 10 | 0 | 1 | |
| fri() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| spread() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |