| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 328 | 99% | 0 of 6 | 100% | 1 | 6 | 1 | 46 | 1 | 3 |
| ForeignCollateralizedZeroCoupon() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| main(String[]) | | 100% | | 100% | 0 | 4 | 0 | 27 | 0 | 1 |
| ZeroCouponVolCorr(JulianDate, CurrencyPair, MergedDiscountForwardCurve, FXCurve, double, double, double, JulianDate, double) | | 100% | n/a | 0 | 1 | 0 | 18 | 0 | 1 |