| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 563 of 940 | 40% | 144 of 188 | 23% | 97 | 108 | 102 | 163 | 9 | 14 | 0 | 4 |
| CreditCurveScenario | | 40% | | 23% | 41 | 46 | 38 | 60 | 3 | 5 | 0 | 1 |
| VolatilityCurveScenario | | 38% | | 26% | 26 | 29 | 34 | 51 | 3 | 4 | 0 | 1 |
| DiscountCurveScenario | | 38% | | 21% | 30 | 32 | 30 | 46 | 3 | 4 | 0 | 1 |
| CreditCurveScenario.TranslatedQuoteMeasure | | 100% | n/a | 0 | 1 | 0 | 6 | 0 | 1 | 0 | 1 |