| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 175 of 386 | 54% | 22 of 22 | 0% | 22 | 24 | 33 | 71 | 11 | 13 |
| CurrencyCategory(String) | | 0% | | 0% | 6 | 6 | 9 | 9 | 1 | 1 |
| CrossGroupPrincipalCovariance() | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
| CategoryVegaThreshold(int, int) | | 0% | | 0% | 2 | 2 | 4 | 4 | 1 | 1 |
| CategoryDeltaThreshold(int) | | 0% | | 0% | 2 | 2 | 3 | 3 | 1 | 1 |
| FXRiskGroup(int) | | 0% | | 0% | 2 | 2 | 1 | 1 | 1 | 1 |
| Init() | | 97% | n/a | 0 | 1 | 3 | 38 | 0 | 1 | |
| ContainsCategory(int) | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FXRiskThresholdContainer20() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| CategorySet() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| FXRiskGroupMap() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| CategoryDeltaMap() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| CategoryVegaMap() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| static {...} | | 100% | n/a | 0 | 1 | 0 | 3 | 0 | 1 |