Yes, for all the tris I've seen, caps are required for the swim portion. I'm fine with apres swim hair but it's more for before/during. At the pool I've seen women putting something on their hair right before they put the cap on, it looks like vaseline or something?! I just know my hair is dead after swimming, even with a cap on. I could try to braid it and then put it up. Maybe that will work.
Right now I'm spinning on M & W and then running with weight training T, R & Saturday. I'm waiting until my body adjusts to this routine and then I'll add swimming after my spinning class. I just got a new TYR swimsuit and now I just have to try it out. I know I look faster in it, whether I am or not is yet to be seen