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About:
clgo:
Interest_rate
Property
Value
rdf:
type
owl:
Class
rdfs:
label
Interest rate
rdfs:
subClassOf
Rate
prov:
wasDerivedFrom
http://en.wikipedia.org/wiki/Category:Interest_rates
is
rdf:
type
of
ISDAfix
Overnight rate
Cox–Ingersoll–Ross model
Notional amount
Hull–White model
Immunization (finance)
target federal funds rate
MIBOR
0% finance
Affine term structure model
Covered interest arbitrage
Knut Wicksell
Cumulative process
Real interest rate
Rule of 78s
Loanable funds
Risk-free rate
Nominal interest rate
Wall Street Journal prime rate
Representative APR
Forward curve
Inflation derivative
Repricing risk
€STR
Short-rate model
Annual percentage rate
Monetary Policy Committee (United Kingdom)
Interest rate
Corporate debt bubble
2000s United States housing bubble
Basis point
Interest rate risk
Chan–Karolyi–Longstaff–Sanders process
Forward rate
Federal funds rate
Annual percentage yield
Bootstrapping (finance)
FTSE MTIRS Index
Interest rate parity
Annual effective discount rate
EONIA
Subprime lending
Credit channel
Interest rate ceiling
BUBOR
Zero interest-rate policy
Interest rate guarantee
London Interbank Bid Rate
Zero lower bound
STIBOR
TELBOR
Prague interbank offered rate
Prime rate
Coupon leverage
Fixed interest rate loan
Mortgage constant
Amortising swap
Bank rate
7-day SEC yield
Effective interest rate
Interest rate channel
Interest rate swap
Official cash rate
U.S. prime rate
Vasicek model
LIBOR market model
Floating interest rate
Chen model
Broker's call
Dual interest rates
Eonia
Neutral rate of interest
Overnight market
Shadow rate
Time preference
Qualified residence interest
Mutan rate
Credit card interest
Marquette National Bank of Minneapolis v. First of Omaha Service Corp.
Federal funds
Rendleman–Bartter model
Official bank rate
EURONIA
Fisher equation
Rate risk
Foreign exchange swap
SHIBOR
WIBOR
PRIBOR
is
rdfs:
subClassOf
of
Reference rate