| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 621 of 2,109 | 70% | 145 of 308 | 52% | 130 | 207 | 126 | 414 | 11 | 53 | 0 | 6 |
| MergedDiscountForwardCurve.java | | 69% | | 51% | 94 | 145 | 85 | 272 | 9 | 38 | 0 | 2 |
| DiscountCurve.java | | 66% | | 50% | 22 | 34 | 39 | 108 | 1 | 5 | 0 | 1 |
| ZeroCurve.java | | 77% | | 50% | 3 | 5 | 2 | 9 | 1 | 3 | 0 | 1 |
| TurnListDiscountFactor.java | | 93% | | 63% | 8 | 14 | 0 | 17 | 0 | 3 | 0 | 1 |
| ExplicitBootDiscountCurve.java | | 92% | | 70% | 3 | 9 | 0 | 8 | 0 | 4 | 0 | 1 |