| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 25 of 4,508 | 99% | 4 of 62 | 93% | 7 | 63 | 3 | 465 | 3 | 32 | 0 | 3 |
| OvernightFedFundLIBORSwap.java | | 99% | | 92% | 3 | 25 | 1 | 177 | 1 | 12 | 0 | 1 |
| CompositeFedFundLIBORSwap.java | | 99% | | 92% | 3 | 25 | 1 | 176 | 1 | 12 | 0 | 1 |
| FedFundOvernightCompounding.java | | 99% | | 100% | 1 | 13 | 1 | 112 | 1 | 8 | 0 | 1 |