| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 235 of 253 | 7% | 21 of 22 | 4% | 14 | 15 | 42 | 44 | 3 | 4 |
| CustomSplineWireSurface(String, JulianDate, String, double, double[], double[], double[][], SegmentCustomBuilderControl, SegmentCustomBuilderControl) | | 0% | | 0% | 8 | 8 | 24 | 24 | 1 | 1 |
| CubicPolynomialWireSurface(String, JulianDate, String, double, double[], String[], double[][]) | | 0% | | 0% | 4 | 4 | 17 | 17 | 1 | 1 |
| ScenarioLocalVolatilityBuilder() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| NonlinearBuild(String, JulianDate, LatentStateLabel, FRAStandardCapFloor[], double[], String[], MergedDiscountForwardCurve, ForwardCurve, LatentStateFixingsContainer) | | 90% | | 50% | 1 | 2 | 0 | 2 | 0 | 1 |