This technical note goes into the financial products known as "Structured", that are mainly notes, deposits and structured funds. This note is mainly focused on notes and deposits, that have a similar structure.
On the other hand, explains that structured products and deposits are complex products, and have high risks for many reasons. First off, their liquidity is usually limited; their definition and the way they function are also not easy to explain and, finally, the valuation of these products usually requires mathematical and financial advanced knowledge.
It also includes an exemplified explanation for bonds or deposit with a partial or total guarantee, exotic structured bonds and self cancelling bonds.