| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 497 of 2,820 | 82% | 10 of 32 | 68% | 15 | 43 | 56 | 263 | 10 | 27 | 1 | 8 |
| BrokenDateLIBOREUR | | 0% | | 0% | 8 | 8 | 49 | 49 | 3 | 3 | 1 | 1 |
| ForwardSwapRate | | 99% | | 100% | 1 | 6 | 1 | 33 | 1 | 4 | 0 | 1 |
| BrokenDateOISRate | | 99% | | 100% | 1 | 5 | 1 | 32 | 1 | 4 | 0 | 1 |
| BrokenDateLIBORUSD | | 99% | | 100% | 1 | 6 | 1 | 35 | 1 | 3 | 0 | 1 |
| BrokenDateLIBORSpot | | 99% | | 100% | 1 | 4 | 1 | 35 | 1 | 3 | 0 | 1 |
| BrokenDateSwapRate | | 99% | | 100% | 1 | 5 | 1 | 29 | 1 | 4 | 0 | 1 |
| ForwardGovvieYield | | 98% | | 100% | 1 | 5 | 1 | 28 | 1 | 3 | 0 | 1 |
| BrokenDateGovvieSpot | | 98% | | 100% | 1 | 4 | 1 | 22 | 1 | 3 | 0 | 1 |