| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 6 of 493 | 98% | 0 of 6 | 100% | 2 | 11 | 2 | 85 | 2 | 8 | 0 | 2 |
| ForwardRateEvolution.java | | 98% | | 100% | 1 | 5 | 1 | 60 | 1 | 4 | 0 | 1 |
| BlackVolatility.java | | 98% | | 100% | 1 | 6 | 1 | 25 | 1 | 4 | 0 | 1 |