Improved README.

README.md

@@ -210,11 +210,15 @@ The `Market` element effectively estimates prices that could be agreed in the fu
 ```
 
 When a `Market` element is evaluated, it returns a random variable selected from a simulation
- of market prices. Selecting an estimated price from the simulation requires the ID (or name)
+ of market prices.
+
+Selecting an estimated price from the simulation requires the ID (or name)
  of the market, and a fixing date (when the price would be agreed) and a delivery date (when
- the goods would be delivered). The ID of the `Market` is included in the element (e.g. `'GAS'`
- or `'POWER'` above). Both the fixing date and the delivery date are determined by the "effective
- present time" when the element is evaluated (see `Fixing`).
+ the goods would be delivered).
+
+The ID of the `Market` is included in the element (e.g. `'GAS'`
+ or `'POWER'`). With the `Market` element, both the fixing date and the delivery date are determined
+ by the "effective present time" when the element is evaluated (see `Fixing`).
 
 The price simulation is generated by a price process. In this example, the library's one-factor
 multi-market Black  Scholes price process `BlackScholesPriceProcess` is used to generate correlated
@@ -224,19 +228,6 @@ The calibration parameters required by `BlackScholesPriceProcess` are `market` (
 `sigma`, (a list of annualised historical volatilities, expressed as a fraction of 1, rather than as a 
 percentage).
 
-When the simulation involves two or more markets, an additional parameter `rho` is required, which represents
-the correlation between the markets (a symmetric matrix expressed as a list of lists).
-
-A forward `curve` is required to provide estimates of current prices for each market at the given 
-`observation_date`. The prices in the forward curve are prices that can be agreed at the `observation_date` for 
-delivery at the specified dates. These prices are evolved into estimates of prices that could be agreed at future 
-dates.
-
-Requirements for the simulation (dates and markets) are derived from the expression to be evaluated. If the 
-expression only involves the price in a particular market for goods to be delivered and agreed at a particular 
-date, the simulation will provide that value.
-
-
 ```python
 price_process = {
     'name': 'quantdsl.priceprocess.blackscholes.BlackScholesPriceProcess',
@@ -259,6 +250,19 @@ price_process = {
 }
 ```
 
+When a simulation to be generated by this price process involves two or more markets, an additional
+parameter `rho` is  required, which represents the correlation between the markets (a symmetric
+matrix expressed as a list of lists).
+
+A forward `curve` is required to provide estimates of current prices for each market at the given 
+`observation_date`. The prices in the forward curve are prices that can be agreed at the `observation_date` for 
+delivery at the specified dates. These prices are evolved into estimates of prices that could be agreed at future 
+dates.
+
+Requirements for the simulation (dates and markets) are derived from the expression to be evaluated. If the 
+expression only involves the price in a particular market for goods to be delivered and agreed at a particular 
+date, the simulation will provide that value.
+
 A `Market` element evaluated at the `observation_date` will simply return the last value from the given forward
  curve for that market at the given `observation_date`.