| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 696 of 696 | 0% | 36 of 36 | 0% | 29 | 29 | 189 | 189 | 11 | 11 |
| ISDA_20(String) | | 0% | | 0% | 2 | 2 | 53 | 53 | 1 | 1 |
| ISDA_21(String) | | 0% | | 0% | 2 | 2 | 53 | 53 | 1 | 1 |
| oisTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor1MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor3MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor6MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor12MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| primeTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| municipalTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| BucketCurvatureSettingsIR(Map, Map, Map, Map, Map, Map, Map, LabelCorrelation, double, double, double, double, Map, Map, Map, Map, Map, Map, Map, Map) | | 0% | | 0% | 3 | 3 | 5 | 5 | 1 | 1 |
| tenorScalingFactorMap() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |