| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 416 | 99% | 0 of 4 | 100% | 1 | 6 | 1 | 33 | 1 | 4 |
| ForwardSwapRate() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| main(String[]) | | 100% | | 100% | 0 | 3 | 0 | 24 | 0 | 1 |
| FundingCurve(JulianDate, String) | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 | |
| OTCIRS(JulianDate, String, String) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |