| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 895 | 99% | 0 of 34 | 100% | 1 | 22 | 1 | 134 | 1 | 5 |
| ZeroThresholdCollateralGroup() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| main(String[]) | | 100% | | 100% | 0 | 12 | 0 | 110 | 0 | 1 |
| ATMSwapRateOffsetRealization(DiffusionEvolver, double, double, double, int) | | 100% | | 100% | 0 | 3 | 0 | 11 | 0 | 1 |
| SwapPortfolioValueRealization(DiffusionEvolver, double, int, double, double, int) | | 100% | | 100% | 0 | 4 | 0 | 8 | 0 | 1 |
| SwapPortfolioValueRealization(DiffusionEvolver, double, int, double, double, int, int) | | 100% | | 100% | 0 | 2 | 0 | 4 | 0 | 1 |