About: http://dbpedia.org/class/yago/WikicatInterestRates

Property	Value
rdfs:subClassOf	yago:InterestRate113319032
owl:equivalentClass	yago-res:wikicat_Interest_rates
is rdf:type of	dbr:Amortising_swap dbr:Eonia dbr:Vasicek_model dbr:Annual_effective_discount_rate dbr:Annual_percentage_rate dbr:Annual_percentage_yield dbr:Risk-free_interest_rate dbr:United_States_housing_bubble dbr:EURONIA dbr:Inflation_derivative dbr:Interest_rate_parity dbr:Interest_rate_risk dbr:Interest_rate_swap dbr:Swap_rate dbr:Notional_amount dbr:Chen_model dbr:Official_cash_rate dbr:Credit_card_interest dbr:Credit_channel dbr:LIBOR_market_model dbr:Qualified_residence_interest dbr:Libor dbr:Compound_annual_growth_rate dbr:Demurrage_(currency) dbr:Federal_funds dbr:Federal_funds_rate dbr:Overnight_market dbr:Overnight_rate dbr:TED_spread dbr:Time_value_of_money dbr:Yield_spread dbr:Liquidity_preference dbr:London_Interbank_Bid_Rate dbr:Reference_rate dbr:Broker's_call dbr:Discounting dbr:Floating_interest_rate dbr:Foreign_exchange_swap dbr:Forward_curve dbr:Yield_curve dbr:Quantity_theory_of_money dbr:Coupon_leverage dbr:Cox–Ingersoll–Ross_model dbr:SONIA_(interest_rate) dbr:Time_preference dbr:Affine_term_structure_model dbr:Biflation dbr:Effective_interest_rate dbr:Real_interest_rate dbr:Discounted_cash_flow dbr:Bootstrapping_(finance) dbr:Hull–White_model dbr:Rate_(mathematics) dbr:Short_rate dbr:Euribor dbr:FTSE_MTIRS_Index dbr:Immunization_(finance) dbr:Wall_Street_Journal_prime_rate dbr:Official_bank_rate dbr:Rule_of_78s dbr:Fisher_equation dbr:Fixed_interest_rate_loan dbr:Mutan_rate dbr:Reserve_requirement dbr:U.S._prime_rate dbr:Zero_interest-rate_policy dbr:Nominal_interest_rate dbr:Cash_accumulation_equation dbr:Representative_APR dbr:Rendleman–Bartter_model dbr:LIBO_rate_(reserve_adjusted)