What if two different interest rates datasets allow for describing the same financial product?

The chance to choose among more than one dataset for representing and describing the movements in the financial market of the same financial entity has noteworthy effects on the practical quantifications. The case we consider in the paper concerns two datasets, different and deemed to be equivalent between them, referred to risk free interest rates. In light of the volatility term structure discrepancies between the two databases and of some closed formulas for stochastically describing the behavior of the financial valuation discrepancies by means of the Vasicek interest rate process, we show two relevant practical evidences. The application concerns the pricing of two derivative cases. The aim is to quantify how much the use of one dataset rather than the other impacts on the final result.