Cortot goes into some detail about the poem. I'm at work so don't have the score in front of me, but there's this long, introductory footnote that explains everything -- it's the same poem, I believe, that is the basis of Ravel's "Ondine." It would be a lot to transcribe, and I don't have the time to do it. The Cortot edition of the ballades is not terribly expensive -- maybe $17 American. It's worth it (even though the English translation of Cortot's French is a bit tortured).