| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 85 of 5,927 | 98% | 5 of 108 | 95% | 15 | 112 | 15 | 520 | 10 | 58 | 0 | 10 |
| ATMTermStructureSpline | | 98% | | 93% | 2 | 17 | 2 | 80 | 1 | 9 | 0 | 1 |
| BlackHestonForwardOption | | 97% | | 83% | 2 | 9 | 2 | 62 | 1 | 6 | 0 | 1 |
| DeterministicVolBlackScholes | | 97% | | 87% | 2 | 10 | 2 | 47 | 1 | 6 | 0 | 1 |
| VanillaBlackScholesPricing | | 97% | | 87% | 2 | 10 | 2 | 40 | 1 | 6 | 0 | 1 |
| VanillaBlackNormalPricing | | 97% | | 87% | 2 | 10 | 2 | 40 | 1 | 6 | 0 | 1 |
| MarketSurfaceTermStructure | | 99% | | 100% | 1 | 15 | 1 | 62 | 1 | 6 | 0 | 1 |
| BrokenDateVolSurface | | 99% | | 100% | 1 | 11 | 1 | 47 | 1 | 2 | 0 | 1 |
| CustomVolSurfaceBuilder | | 99% | | 100% | 1 | 12 | 1 | 56 | 1 | 9 | 0 | 1 |
| LocalVolatilityTermStructure | | 99% | | 100% | 1 | 10 | 1 | 43 | 1 | 4 | 0 | 1 |
| DeterministicVolTermStructure | | 99% | | 100% | 1 | 8 | 1 | 43 | 1 | 4 | 0 | 1 |