| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 519 | 99% | 0 of 12 | 100% | 1 | 10 | 1 | 43 | 1 | 4 |
| LocalVolatilityTermStructure() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| main(String[]) | | 100% | | 100% | 0 | 4 | 0 | 21 | 0 | 1 |
| EvaluateLocalVolSurface(MarketSurface, double[], String[]) | | 100% | | 100% | 0 | 4 | 0 | 19 | 0 | 1 |
| scbc() | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |