En la práctica profesional de los derivados financieros encontrarás una gran diversidad de combinaciones, tipos y estructuras.
Tienen propósitos específicos que de elegirse y construirse de manera adecuada, podrán adaptarse a tus requerimientos.
Es importante identificar y valuar el derivado ideal que te pueda cubrir eficientemente,
de lo contrario pones en riesgo a la empresa de tener fuertes pérdidas económicas.
A continuación te mostramos algunos tipos de IFDs:
Futuros
Basis Crack Spread Flat Outright Spreads Up-Down
Forwards
Accumulative
Amortizing
Auto-renewal
Average Rate
Band
Bonus
Boomerang
Boosted
Boosted Spot
Brake
Butterfly
Cancellable
Corridor
Double Shark
Fade-in
Fader Extra
Fader Plus
Fader Shark
Flexible
Forward Rate Agreement
Forward Start Chooser
Free Style
Knock-out
Leveraged
Outright
Participating
Range
Range Accrual
Self-quanto
Shark
Shout
Start Options
Time Option
Opciones
American
Asian
Average
Barrier
Basket
Bear Spread
Bermuda
Best-of and worst-of
Binary
Bond
Boston
Bull Spread
Butterfly Spread
Call
Cap
Chooser
Collar
Compound
Compound on the forward
Corridors
Cylinder
Digital Barrier
Double Barrier
Down-and-in
Down-and-out
Dual
Embedded Bond
End of month
European
Exchange
Fade-in
Flex
Floors
Fluffy Barrier
Forward Start
Hi-Low
Himalaya
Hindsight
Hit
Knock-in
Knock-out
Libor-contingent-FX
Limited Risk
Listed FX
Long Term FX
Opciones
Lookback
Lookback Straddle
One-Touch
One-Touch Digital
Parisian
Parisian Barrier
Parisian Knock-out
Partial Barrier
Partial Lookback
Pay later
Power
Put
Pyramid
Quanto
Quanto Barrier
Quanto Capped Call
Quanto Digital Put
Rainbow
Range
Regular Barrier
Regular Knock-out
Resetable Barrier
Reverse Knock-out
Risk Reversal
Risk Reversal Flip
Seagull
Single Barrier
Soft Barrier
Soft Strike
Spot
Spread
Step
Straddle
Strangle
Strap
Strike-bonus
Strip
Touch
Transatlantic Barrier
Tunnel
Up-and-in call
Up-and-out call
Window Barrier
Worst-of
Swaps
Accrual
Amortizing
Arrears Reset
Asset-based
Basis
Basket Spread
Bonus
Buffered Cross-Currency
Callable
Cancellable
Circus
Commodity
Concertina
Contingent
Corridor
Cross-Currency
Currency
Debt-for-equity
Deferred
Deferred rate-setting
Delayed rate-setting
Double-no-touched linked
Dual
Equity
Extendable
Fix-for-fixed rate nonamortizing currency
Fix-for-floating rate nonamortizing currency
Flip
Floating-for-floating rate nonamortizing currency
Flow
Forward Starting
Hanseatic
Hybrids
Index
Index Differential
Inflation
Interest Rate
Mini-max
Puttable
Range Reset
Rate-capped
Replacement
Revolving
Roller-Coaster
Swaption
Turbo Cross-Currency
Variance
Volatility
Zero coupon-for-floating