| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 11 of 92 | 88% | 2 of 10 | 80% | 2 | 8 | 2 | 18 | 0 | 3 |
| nodeDerivative(int, int) | | 76% | | 66% | 2 | 4 | 2 | 9 | 0 | 1 |
| node(int) | | 100% | | 100% | 0 | 3 | 0 | 5 | 0 | 1 |
| BasisSplineTermStructure(int, CustomLabel, String, Span) | | 100% | n/a | 0 | 1 | 0 | 4 | 0 | 1 |