◆ Autonomous Worker
Reads the inbound confirm (FpML, MT, PDF, or free-text email), normalizes the economics, and matches it to the booked trade. Clean matches affirm straight through; economic breaks are diagnosed and routed with the discrepancy pinned down at the field level.
Memory
Working The inbound confirm, the booked trade, the field-level diff.
Episodic This counterparty's prior confirm formats and recurring quirks.
Semantic Product economics by asset class; affirmation tolerances; SSI rules.
Procedural Parsing playbooks per counterparty message dialect.
Store Vector store + matching-platform state
Orchestration
pipeline MCPA2A
Harness · Managed Agents … per-trade session; context editing trims raw message payloads once parsed; document tools for PDF/email confirms.
Tools
{ } Matching platform (CTM/Markit) API { } Trade booking system API ›_ Confirm parser (FpML/MT/PDF) Code exec ⌘ Counterparty comms inbox MCP
Evals & guardrails
- Field-level match accuracy sampled against an affirmed gold set.
- Tolerance guardrail: economic deltas above band cannot auto-affirm … route to break agent.
- Full OpenTelemetry trace of every parse + match decision for audit.
Offline reflection
Consolidates recurring counterparty format quirks into the parsing playbook so the same broker's odd confirm layout stops generating breaks.
Frontier edge
- ▲Multimodal-native: reads scanned PDFs, faxed confirms, and chart-laden term sheets directly, no separate OCR step in the pipeline.
- ▲Continual learning (eval-gated): each newly-seen counterparty dialect updates the parsing playbook between runs without a full retrain (SEAL-style self-edits).
- ▲Self-improving fleet: a dialect cracked on one confirm propagates to every matcher session in the population.
A sample run
Trigger Inbound IRS confirm from a dealer arrives as a scanned PDF.
- 1OCR + parse the PDF into normalized economic fields.
- 2Match against the booked swap; flag a 1-day mismatch on the effective date.
- 3Check this counterparty's history … same date-convention quirk seen before.
Output Affirms the economics, books the effective-date correction note, and routes the date discrepancy to the break agent with the convention mismatch pre-diagnosed.
In numbers
180,000
Confirms matched / day
98.4%
Same-day affirmation rate
1.2s
Avg. time per confirm
Handoffs
Across ⇢ Markets → Trading desks (trade source)