| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,279 of 6,732 | 81% | 43 of 120 | 64% | 38 | 100 | 123 | 704 | 14 | 40 | 1 | 5 |
| SingleStretchCurveBuilder | | 0% | | 0% | 29 | 29 | 117 | 117 | 10 | 10 | 1 | 1 |
| ShapeOvernightZeroLocalSmooth | | 99% | | 90% | 3 | 19 | 1 | 237 | 1 | 8 | 0 | 1 |
| ShapePreservingOvernightZeroSmooth | | 99% | | 88% | 3 | 17 | 1 | 112 | 1 | 8 | 0 | 1 |
| CustomOvernightCurveReconciler | | 99% | | 96% | 2 | 21 | 3 | 151 | 1 | 7 | 0 | 1 |
| MultiStretchCurveBuilder | | 99% | | 100% | 1 | 14 | 1 | 87 | 1 | 7 | 0 | 1 |