This is odd. I think a HSP can contain gaps. Extension of BLAST seeds might be done by gaps as long as the evalue is less that the user defined value.
High Scoring Pairs (HSP) in BLAST output
The term HSP has been used in many research papers while describing BLAST output. What are High Scoring Pairs (HSP)? I'm not very successful in Googling.
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http://www.ncbi.nlm.nih.gov/books/NBK62051/
A High-scoring Segment Pair (HSP) is a local alignment with no gaps that achieves one of the highest alignment scores in a given search.
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HSP corresponds to the matching region between the query sequence and the database hit sequence.
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Wikipedia BLAST article could be a good read as well; it explains how exact matches are extended to high-scoring segment pairs, how they are evaluated, how alignments are inferred.
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