In Russian, каприз (kapriz), "caprice" (our translation), is the desire that gives no account of itself, the will because one wills. The narrator joins it to free will and to fantasy irritated to madness, and says that he defends neither suffering nor well-being, but his caprice, guaranteed for when he needs it. In Part Two the same idea appears in the will of a master with which he refuses Apollon's wages.
Where It Appears
Quotes
His own will, willful and free, his own caprice, however wild it may be, his fantasy, irritated at times even to madness: all of this is precisely that omitted advantage, the most advantageous of advantages, which fits into no classification and because of which all systems and theories shatter and go to the devil.