| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 3 of 1,543 | 99% | 0 of 38 | 100% | 1 | 25 | 1 | 190 | 1 | 6 |
| ZeroThresholdCollateralGroupCorrelated() | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | ||
| main(String[]) | | 100% | | 100% | 0 | 11 | 0 | 152 | 0 | 1 |
| SwapPortfolioValueRealization(DiffusionEvolver, double, double[], int, double, double, int) | | 100% | | 100% | 0 | 4 | 0 | 8 | 0 | 1 |
| NumeraireValueRealization(DiffusionEvolver, double, double, double, double[], int) | | 100% | | 100% | 0 | 3 | 0 | 10 | 0 | 1 |
| ATMSwapRateOffsetRealization(DiffusionEvolver, double, double[], double, double, int) | | 100% | | 100% | 0 | 3 | 0 | 10 | 0 | 1 |
| VertexNumeraireRealization(DiffusionEvolver, double, double, double, double[], int) | | 100% | | 100% | 0 | 3 | 0 | 9 | 0 | 1 |