How to see if values in a column changed across multiple dates

I have a table below that I need to see if interest rates changed for any loan number within a given period. Below is just sample data, I need to find this information across 2 million rows. How can this be done?

SAMPLE DATA

DATE | LOAN_NUMBER | INTEREST_RATE

04/01/2010 | 1111122 | 0.375

05/15/2011 | 1111122 | 0.375

06/01/2012 | 1111122 | 0.300

07/08/2010 | 1111133 | 0.400

07/01/2011 | 1111133 | 0.450

I tried to do the following:

Select A.Date, A.Loan_Number, A.Interest_Rate FROM TABLEX A INNER JOIN TABLEX B ON A.Loan_Number = B.Loan_Number AND A.Date < B.Date

But this does not get me the results I need.

Any help is appreciated!