QPR-12370 fix docs

Author: Roland Lichters

Docs/UserGuide/userguide.tex

@@ -3302,7 +3302,15 @@ \subsubsection*{IM Schedule}
 {\tt Output/IM\_SCHEDULE}.
 The basic input is provided in CRIF file format where ORE expects two lines per trade, one with RiskClass = PV and one with RiskClass = Notional, 
 so that the  amounts in these CRIF lines are interpeted as NPV respectively notional. 
-Further required columns are product class and end date, as shown in the example {\tt Input/crif\_schedule.csv}.
+Further required columns are product class and end date, as shown in the example {\tt Input/crif\_schedule.csv}. Note that the product class has to be in
+\begin{itemize}
+  \item Rates
+  \item FX
+  \item Equity
+  \item Credit
+  \item Commodity
+\end{itemize}
+in contrast to SIMM where we use the combined RatesFX.
 
 To run the IM Schedule analytic, the following minimal addition to {\tt Input/ore\_schedule.xml} is required.
 \begin{minted}[fontsize=\scriptsize]{xml}
@@ -4510,6 +4518,16 @@ \subsubsection{Analytics}\label{sec:analytics}
 The idea is that the inputs can be externally provided. Therefore the IM Schedule analytic does not require a portfolio.
 The alternative -- ORE uses a portfolio to compute NPV, imply product class and end date -- has not been implemented yet.
 
+Note that the IM Schedule product class has to be in 
+\begin{itemize}
+  \item Rates
+  \item FX
+  \item Equity
+  \item Credit
+  \item Commodity
+\end{itemize}
+in contrast to SIMM where we use the combined RatesFX product class.
+
 %--------------------------------------------------------
 \subsection{Market: {\tt todaysmarket.xml}}\label{sec:market}
 %--------------------------------------------------------