Hi, AllAs a lot of you may have implemented the model or be very good at interest rate models, it'd be greatly appreciated for your advice.I am trying to calibrate the CEV model to Caps according to the Hull and White's paper:Forward Rate Volatilities, Swap Rate Volatilities and the implementation of the LIBOR market Model.Though the paper are pretty clear, I still have several questions:1) As non ATM cap information are needed, where can I get them? I have tried SWPX in Bloomberg, but the results are pretty strange. Are there any other way I can get?For example: ATM Cap info at 03/24/08, Maturity=5Y, Strike=3.45, Vol=33. But for out-of-money cap in BB, Maturity=5Y, Strike=4.0, the vol=252.4. Do I misunderstanding SWPX?2)Is this model popular in industry? what else LIBOR models are widely used in industry?I have heard of Heston and SABR. How about these two? 3) As the paper point out, (vol_i)^2=1/t_i* Sum(j=1 to i)[eda(i-j)^2 * deltaT(j-1)], it is clear that array eda, parameters, starts from 0.But in its calibration process,eda starts from 1 to 3 in the first year. How do I transfer this notation? (eda0=eda1)(sorry for the equation mess)Thanks very much!