| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 664 | 99% | 0 of 4 | 100% | 1 | 8 | 1 | 86 | 1 | 6 |
| MultiStreamSwapMeasures() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| MultiLegSwapSample() | | 100% | n/a | 0 | 1 | 0 | 18 | 0 | 1 | |
| MakeRatesBasket(JulianDate) | | 100% | n/a | 0 | 1 | 0 | 33 | 0 | 1 | |
| BuildRatesCurveFromInstruments(JulianDate, String[], double[], String[], double[], double, String) | | 100% | | 100% | 0 | 3 | 0 | 27 | 0 | 1 |
| OTCIRS(JulianDate, String, String, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 | |
| main(String[]) | | 100% | n/a | 0 | 1 | 0 | 5 | 0 | 1 |