Thank you very much for your answer. Yes that's what I thought I should do.
However, I thought that maybe a plugin could help me to avoid manual drawing as I am trying to get more than version of this shape... Also I think the main issue here is to connect the 2 cones with one shape based on a curve that joins them... My non-mathematical intuition also, tells me that it should be paraboloid hyperbolic or something like that.
Thank you again for your help.
Anyone else could help me on that ?
Thanks