| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 122 of 7,073 | 98% | 8 of 68 | 88% | 16 | 101 | 20 | 631 | 8 | 67 | 0 | 8 |
| FloatFloatForwardCurve.java | | 97% | | 80% | 3 | 15 | 5 | 100 | 1 | 10 | 0 | 1 |
| FixFloatForwardCurve.java | | 97% | | 80% | 3 | 14 | 5 | 94 | 1 | 9 | 0 | 1 |
| FixFloatSwapAnalysis.java | | 99% | | 92% | 2 | 19 | 2 | 113 | 1 | 12 | 0 | 1 |
| FixFloatSwap.java | | 98% | | 90% | 2 | 17 | 2 | 99 | 1 | 12 | 0 | 1 |
| FixFloatSwapIMM.java | | 98% | | 90% | 2 | 17 | 2 | 99 | 1 | 12 | 0 | 1 |
| FundingNativeForwardReconciler.java | | 96% | | 90% | 2 | 12 | 2 | 48 | 1 | 7 | 0 | 1 |
| CustomBasisCurveBuilder.java | | 99% | | 100% | 1 | 4 | 1 | 56 | 1 | 2 | 0 | 1 |
| OTCSwapOptionSettlements.java | | 95% | n/a | 1 | 3 | 1 | 22 | 1 | 3 | 0 | 1 |