| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 122 of 122 | 0% | 6 of 6 | 0% | 13 | 13 | 52 | 52 | 10 | 10 |
| RiskClassSensitivitySettings(RiskMeasureSensitivitySettings, RiskMeasureSensitivitySettings, RiskMeasureSensitivitySettings) | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
| ISDA_EQ_20(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_EQ_21(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_CT_20(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_CT_21(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_FX_20(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_FX_21(int) | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| delta() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| vega() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| curvature() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |