By surfing on the internet, i?ve consulted your website and I?m so glad to send you this mail. In fact, I have a problem conserning a mathematical financial model, the intrest rate models (Vasicek, Hull-White and CIR).Well, I?ve done all this models by their definition and equations but the problem is to define for each model, the calibration.I want to say that In the case of nominal interest rates, the most common products in the market are caps and floors. If you have any idea about how pricing caps and floors in this models, please send me a link or a pdf file that can helps me.Thank you in advance.

Please don't be an idiot and think before you post.

This depends on the models. Many models have closed form solutions for the pricing of caps/floors. Some models require numerical pricing.For the models you named, please check out Brigo's and Mercurio's book "Interest Rate Models".