  In this paper, Wang's log-Harnack inequality and exponential ergodicity are
derived for two types of distribution dependent SDEs: one is the CKLS model,
where the diffusion coefficient is a power function of order $\theta$ with
$\theta\in[\frac{1}{2},1)$; the other one is Vasicek model, where the diffusion
coefficient only depends on distribution. Both models in the distribution
independent case can be used to characterize the interest rate in mathematical
finance.
