| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 1,078 of 4,494 | 76% | 22 of 70 | 68% | 25 | 73 | 139 | 468 | 11 | 38 | 1 | 4 |
| FundingCurveQuoteSensitivity | | 0% | | 0% | 16 | 16 | 128 | 128 | 8 | 8 | 1 | 1 |
| ForwardReferenceBasisSensitivity | | 96% | | 83% | 3 | 18 | 5 | 98 | 1 | 12 | 0 | 1 |
| ForwardDerivedBasisSensitivity | | 96% | | 83% | 3 | 18 | 5 | 98 | 1 | 12 | 0 | 1 |
| OISCurveQuoteSensitivity | | 99% | | 93% | 3 | 21 | 1 | 144 | 1 | 6 | 0 | 1 |