| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 49 of 130 | 62% | 11 of 18 | 38% | 12 | 18 | 14 | 33 | 3 | 9 |
| verifyFundingConstraint(MarketVertex) | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| EvolutionTrajectoryVertex(double, ReplicationPortfolioVertex, PositionGreekVertex, double, double, double, double) | | 92% | | 50% | 7 | 8 | 1 | 15 | 0 | 1 |
| collateral() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| hedgeError() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| time() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| replicationPortfolioVertex() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| positionGreekVertex() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| gainOnDealerDefault() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| gainOnClientDefault() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |