Prostaglandins are
Unsaturated Fatty Acids Contain One or More Double Bonds
Unsaturated fatty acids may be further subdivided as follows:

Monounsaturated (monoethenoid, monoenoic) acids, containing one double bond.
Polyunsaturated  (polyethenoid,  polyenoic)  acids,  containing two or more double bonds.
Eicosanoids: These compounds, derived from eicosa (20-carbon) polyenoic fatty acids, comprise the prostanoids, leukotrienes (LTs), and lipoxins (LXs). 

Prostanoids include prostaglandins (PGs), prostacyclins (PGIs), and thromboxanes (TXs).
HARPERS ILLUSTRATED BIOCHEMISTRY30th ed, Page No:213
Monounsaturated fatty acids
Polyunsaturated fatty acids
Eicosanoids
Saturated fatty acids