| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 29 of 6,558 | 99% | 1 of 76 | 98% | 9 | 81 | 10 | 763 | 8 | 43 | 0 | 8 |
| CustomFundingCurveReconciler | | 99% | | 100% | 1 | 12 | 3 | 111 | 1 | 5 | 0 | 1 |
| NonlinearCurveMeasures | | 99% | | 91% | 2 | 10 | 1 | 109 | 1 | 4 | 0 | 1 |
| ShapeZeroLocalSmooth | | 99% | | 100% | 1 | 11 | 1 | 146 | 1 | 6 | 0 | 1 |
| TemplatedFundingCurveBuilder | | 99% | | 100% | 1 | 12 | 1 | 85 | 1 | 7 | 0 | 1 |
| ShapePreservingZeroSmooth | | 99% | | 100% | 1 | 11 | 1 | 95 | 1 | 6 | 0 | 1 |
| CustomFundingCurveBuilder | | 99% | | 100% | 1 | 10 | 1 | 80 | 1 | 5 | 0 | 1 |
| MultiStreamSwapMeasures | | 99% | | 100% | 1 | 8 | 1 | 86 | 1 | 6 | 0 | 1 |
| HaganWestForwardInterpolator | | 98% | | 100% | 1 | 7 | 1 | 51 | 1 | 4 | 0 | 1 |