fix: typos in summary

Author: coreyar

SUMMARY.md

@@ -32,13 +32,15 @@
 
 ## Core Pool
 
-* [Unitroller](core-pool/unitroller.md)
+* [Comptroller](core-pool/comptroller.md)
 * [VTokens](core-pool/vtokens.md)
 * [Lens](core-pool/lens.md)
-* [Oracle](core-pool/oracle.md)
 * [Liquidator](core-pool/liquidator.md)
 * [Interest Rate Model](core-pool/interest-rate-model.md)
 * [Jump Model](core-pool/jump-model.md)
+* [Maximillion](core-pool/maximillion.md)
+* [Reservoir](core-pool/reservoir.md)
+* [VTreasury](core-pool/vtreasury.md)
 
 ## Isolated Lending
 
@@ -51,7 +53,7 @@
   * [Protocol Share Reserve](isolated-lending/risk-fund/protocol-share-reserve.md)
   * [Shortfall](isolated-lending/risk-fund/shortfall.md)
 * [Factories](isolated-lending/factories/README.md)
-  * [VBep20 Immutable Proxy Factory](isolated-lending/factories/VBep20-mmutable-proxy-factory)
+  * [VBep20 Immutable Proxy Factory](isolated-lending/factories/VBep20-mmutable-proxy-factory.md)
   * [Jump Rate Model](isolated-lending/factories/jump-rate-model.md)
   * [White Paper Interest Rate Model Factory](isolated-lending/factories/white-paper-interest-rate-model-factory.md)
 
@@ -70,7 +72,7 @@
   * [Voting](governance/voting.md)
   * [Delegating](governance/delegating.md)
   * [Routes](governance/routes.md)
-* [Access Control Manager](isolated-lending/access-control-manager.md)
+* [Access Control Manager](governance/access-control-manager.md)
 
 ## Vaults
 

getting-started/contracts-overview.md

@@ -126,7 +126,7 @@ The core logic for governance proposals is in the [GovernorBraveDelegate](https:
 At the heart of the Core Pool is the comptroller. The latever version is [Comptroller](https://github.com/VenusProtocol/venus-protocol/blob/develop/contracts/Comptroller.sol). Previous versions are also kept in the repo. The comptroller is responsibile for listing markets, managing user's positions in markets, liquidations, and emitting rewards. It contains setters and getters for market configuration variables such as collateral factor, close factor, and liquidation incentive. Lending actions can be be paused globally or per market from the comptroller.
 
 #### [JumpRateModel](../core-pool/jump-model.md)
-Each market gets deployed with an interest rate model. The [JumpRateModel](https://github.com/VenusProtocol/venus-protocol/blob/develop/contracts/JumpRateModel.sol) uses a linear curve to determain interest rates based on supply and demand of the asset until it reaches the kink after which there is a sharp increase in rates.
+Each market gets deployed with an interest rate model. The [JumpRateModel](https://github.com/VenusProtocol/venus-protocol/blob/develop/contracts/JumpRateModel.sol) uses a linear curve to determine interest rates based on supply and demand of the asset until it reaches the kink after which there is a sharp increase in rates.
 
 #### [WhitePaperInterestRateModel](../core-pool/interest-rate-model.md)
 Another interest rate model that can be deployed with markets is the [WhitePaperInterestRateModel](https://github.com/VenusProtocol/venus-protocol/blob/develop/contracts/WhitePaperInterestRateModel.sol). It is similar to the JumpRateModel except it doesn't include a kink. Instead it contains a fixed base rate.