| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 92 of 92 | 0% | 6 of 6 | 0% | 11 | 11 | 38 | 38 | 8 | 8 |
| RiskClassSensitivitySettingsCR(RiskMeasureSensitivitySettingsCR, RiskMeasureSensitivitySettingsCR, RiskMeasureSensitivitySettingsCR) | | 0% | | 0% | 4 | 4 | 7 | 7 | 1 | 1 |
| ISDA_CRQ_20() | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_CRQ_21() | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_CRNQ_20() | | 0% | n/a | 1 | 1 | 7 | 7 | 1 | 1 | |
| ISDA_CRNQ_21() | | 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 |