| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 355 of 355 | 0% | 10 of 10 | 0% | 8 | 8 | 35 | 35 | 3 | 3 |
| main(String[]) | | 0% | | 0% | 4 | 4 | 13 | 13 | 1 | 1 |
| Price(R1CIRStochasticEvolver, double[], double[]) | | 0% | | 0% | 3 | 3 | 21 | 21 | 1 | 1 |
| ExponentialAffineZeroPricer() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |