Relationship Between the Equity Funding Curve and Equity Forward Curve

am trying to understand the core concepts of Equity Forwards Curve, Funding Curve and yield Curves (most sources online seem to focus on Interest rate related examples, so any sources for equity related concepts would be much appreciated).

Forwards Curve I kindof get, from the Definitions online it looks to be the instantaneous extrapolation of the Historical Forwards rates per the logic:

Forward Rate = [(1 + S1)n1 / (1 + S2)n2]1/(n1-n2) – 1
where
S1 = Spot rate until a further future date,
S2 = Spot rate until a closer future date, n1 = No. of years until a further future date,
n2 = No. of years until a closer future date


Few Questions here:

1. Where do these Spot rates themselves come from? Investopedia defines it based of how much buyers and seller are willing to pay, so are these values published by the Exchanges? am not clear on the actual sources of these data.
2. Am I correct in understanding no "actual" extrapolation/fitting is happening in construction of this forward curve?
3. For Equities, what are the "Yield Curve" and "Funding Curve"?

if any links that answer these, or a source book I can reference, would be great. Coming from a Math/DS background I heavily rely on Stackexchange/Stack abuse for explicit examples and equations, but seems less centrilized for QF, or I still havent found the source material properly.

• Where did you see that definition? You don't have spot rates for different dates. An equity spot rate is the current price of the stock. A forward is a no arb price derived from interest, dividends and funding curves. The latter is not well defined and frequently simply ignored. It relates to the cost of funding that you have in entering a position.
– user70573
Jan 29 at 23:18