| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 12 of 1,288 | 99% | 0 of 20 | 100% | 4 | 28 | 4 | 262 | 4 | 18 | 0 | 4 |
| TrinomialTreeCalibration | | 99% | | 100% | 1 | 7 | 1 | 93 | 1 | 5 | 0 | 1 |
| TrinomialTreeEvolution | | 99% | | 100% | 1 | 11 | 1 | 80 | 1 | 5 | 0 | 1 |
| EvolutionMetrics | | 98% | | 100% | 1 | 5 | 1 | 44 | 1 | 4 | 0 | 1 |
| ShortRateDynamics | | 98% | | 100% | 1 | 5 | 1 | 45 | 1 | 4 | 0 | 1 |