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Well, as far as i know, you can't have a closed surface in both directions at the same time. For exaple, take a default nurbs shphere and you will see that the U form is set to "open" Although it looks like a closed object.
If you really need to close it, what i suggest is that you create the nurbs surface and convert it to a polygon. Then, to close the holes just use the "Fill hole" command and, to preserve the smoothed edges, convert it to a subdivision surface.
Are you sure you really need to close the surface?
You wrote about a "miss-physical" shader but i don't know what it is at all. (sorry !!) Could you explain it to me? I'd appriciate it. I wish i could be more helpful...
TheWebAgent