QPR-13793 Fix latex

Author: sebastien.bouvard

Docs/UserGuide/parameterisation/ore.tex

@@ -1103,16 +1103,16 @@ \subsubsection{Correlation}
 The parameters have the following interpretation:
 
 \begin{itemize}
-\item {\t correlation_method:} Regular expression used to filter the portfolio for which VaR is computed; if the filter is not provided, then the full portfolio is processed
-\item {\tt marketConfigFile:} Configuration file defining the simulation market under which sensitivities are computed,
+\item {\tt correlation_method}: Regular expression used to filter the portfolio for which VaR is computed; if the filter is not provided, then the full portfolio is processed
+\item {\tt marketConfigFile}: Configuration file defining the simulation market under which sensitivities are computed,
   see \ref{sec:simulation}. Only a subset of the specification is needed (the one given under {\tt Market}, see
   \ref{sec:sim_market} for a detailed description).
-\item {\tt historicalScenarioFile:} csv file containing the market scenarios for each date in the observation periods defined below; the granularity of the scenarios (e.g. discount and index curves, number of yield curve tenors) needs to match the simulation market definition above; each yield curve tenor scenario is represented as a discount factor.
-\item {\tt sensitivityConfigFile:} Sensitivity parameterisation for the sensitivity analysis on asofDate.
+\item {\tt historicalScenarioFile}: csv file containing the market scenarios for each date in the observation periods defined below; the granularity of the scenarios (e.g. discount and index curves, number of yield curve tenors) needs to match the simulation market definition above; each yield curve tenor scenario is represented as a discount factor.
+\item {\tt sensitivityConfigFile}: Sensitivity parameterisation for the sensitivity analysis on asofDate.
 \item {\tt historicalPeriod}: comma-separated date list, an even number of ordered dates is required (d1, d2, d3, d4, ...), where each pair (d1-d2, d3-d4, ...) defines the start and end of historical observation periods used.
 \item {\tt mporDays}: Alternatively, the second date can be specified in terms of calendar days from asofDate.
 \item {\tt mporCalendar}: Calendar for computing the mporDate from asofDate and mporDays.
-\item {\tt outputFile:} Output file name
+\item {\tt outputFile}: Output file name
 \end{itemize}
 
 See the example in section \ref{example:marketrisk_correlation} for a demonstration.