| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 11 of 32 | 65% | 2 of 4 | 50% | 4 | 5 | 3 | 8 | 2 | 3 |
| IRThreshold(CurrencyRiskGroup, DeltaVegaThreshold) | | 80% | | 50% | 2 | 3 | 1 | 6 | 0 | 1 |
| currencyRiskGroup() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| deltaVega() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |