| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 5 of 43 | 88% | 2 of 4 | 50% | 2 | 6 | 1 | 10 | 0 | 4 |
| CollateralGroupVertex(JulianDate, double, double, double) | | 82% | | 50% | 2 | 3 | 1 | 7 | 0 | 1 |
| collateralized() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| vertexDate() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 | |
| variationMarginPosting() | | 100% | n/a | 0 | 1 | 0 | 1 | 0 | 1 |