In the reading, I am seeing if the yield curve is flat, the spot and forward rate curves would be flat. 

Could anyone show me the reasoning I understand the bootstrapping methodology but cannot wrap my head around how this would work in a flat yield curve situation. 

Also, not able to understand how a flat spot rate curve would produce a flat yield curve…since the spot rate is the same between all maturities (when the par yield curve is flat), wouldn’t the forward rate curve also be flat since the spot rate stays the same from one period to the next?