| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 3,034 of 8,903 | 65% | 50 of 138 | 63% | 49 | 123 | 335 | 934 | 23 | 54 | 2 | 8 |
| FixFloatMonteCarloEvolver.java | | 0% | | 0% | 21 | 21 | 174 | 174 | 9 | 9 | 1 | 1 |
| MultiFactorLIBORMonteCarlo.java | | 0% | | 0% | 20 | 20 | 154 | 154 | 8 | 8 | 1 | 1 |
| TwoFactorLIBORVolatility.java | | 98% | | 95% | 2 | 19 | 2 | 65 | 1 | 8 | 0 | 1 |
| MultiFactorCurveDynamics.java | | 99% | | 100% | 1 | 19 | 1 | 170 | 1 | 7 | 0 | 1 |
| MultiFactorLIBORCurveEvolver.java | | 99% | | 96% | 2 | 21 | 1 | 159 | 1 | 8 | 0 | 1 |
| PointCoreMetricsDynamics.java | | 99% | | 100% | 1 | 8 | 1 | 87 | 1 | 5 | 0 | 1 |
| PointAncillaryMetricsDynamics.java | | 99% | | 100% | 1 | 8 | 1 | 75 | 1 | 5 | 0 | 1 |
| ContinuousForwardRateVolatility.java | | 99% | | 100% | 1 | 7 | 1 | 50 | 1 | 4 | 0 | 1 |