| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 47 of 18,262 | 99% | 2 of 32 | 93% | 13 | 54 | 11 | 707 | 11 | 38 | 0 | 11 |
| CCBSDiscountCurve | | 96% | | 88% | 3 | 16 | 1 | 81 | 1 | 7 | 0 | 1 |
| NOK3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 63 | 1 | 3 | 0 | 1 | |
| EUR3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| GBP3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| JPY3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| DKK3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| CHF3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| CAD3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| SEK3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| PLN3M6MUSD3M6M | | 99% | n/a | 1 | 3 | 1 | 62 | 1 | 3 | 0 | 1 | |
| CCBSForwardCurve | | 99% | | 100% | 1 | 11 | 1 | 67 | 1 | 4 | 0 | 1 |