| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 30 of 4,501 | 99% | 4 of 92 | 95% | 10 | 86 | 6 | 534 | 6 | 40 | 0 | 6 |
| OvernightArithmeticCompoundingConvexity.java | | 98% | | 94% | 2 | 19 | 1 | 97 | 1 | 10 | 0 | 1 |
| IndexFundCurvesReconciliation.java | | 99% | | 92% | 4 | 28 | 1 | 193 | 1 | 8 | 0 | 1 |
| JurisdictionOTCInstrumentMeasures.java | | 99% | | 100% | 1 | 17 | 1 | 102 | 1 | 7 | 0 | 1 |
| CrossOvernightFloatingStream.java | | 99% | | 100% | 1 | 14 | 1 | 91 | 1 | 8 | 0 | 1 |
| OvernightJurisdictionIndexDefinition.java | | 97% | | 100% | 1 | 5 | 1 | 35 | 1 | 4 | 0 | 1 |
| JurisdictionOTCInstrumentDefinitions.java | | 93% | n/a | 1 | 3 | 1 | 16 | 1 | 3 | 0 | 1 |