| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 14 of 506 | 97% | 1 of 6 | 83% | 2 | 9 | 2 | 44 | 1 | 6 |
| DepositInstrumentsFromMaturityDays(JulianDate, int[], int, String) | | 80% | | 75% | 1 | 3 | 1 | 9 | 0 | 1 |
| StandardHestonPricingMeasures() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| MakeDC(JulianDate, String) | | 100% | n/a | 0 | 1 | 0 | 7 | 0 | 1 | |
| main(String[]) | | 100% | n/a | 0 | 1 | 0 | 19 | 0 | 1 | |
| SwapInstrumentsFromMaturityTenor(JulianDate, String, String[], double[]) | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |
| OTCIRS(JulianDate, String, String, double) | | 100% | n/a | 0 | 1 | 0 | 2 | 0 | 1 |