| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 411 of 411 | 0% | 44 of 44 | 0% | 45 | 45 | 84 | 84 | 23 | 23 | 2 | 2 |
| MultilateralBasisCurve | | 0% | | 0% | 30 | 30 | 53 | 53 | 16 | 16 | 1 | 1 |
| MultilateralFlatForwardCurve | | 0% | | 0% | 15 | 15 | 31 | 31 | 7 | 7 | 1 | 1 |