| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 47 of 607 | 92% | 12 of 34 | 64% | 13 | 23 | 13 | 125 | 1 | 6 |
| FundingCurveThunker(JSONObject) | | 92% | | 71% | 4 | 8 | 9 | 61 | 0 | 1 |
| CreditCurveThunker(JSONObject) | | 93% | | 62% | 3 | 5 | 3 | 35 | 0 | 1 |
| TreasuryCurve(JSONObject) | | 90% | | 60% | 4 | 6 | 0 | 12 | 0 | 1 |
| LatentStateProcessor() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| CreditCurve(JSONObject, MergedDiscountForwardCurve) | | 92% | | 50% | 1 | 2 | 0 | 6 | 0 | 1 |
| FundingCurve(JSONObject) | | 100% | n/a | 0 | 1 | 0 | 10 | 0 | 1 |