Interest Rate Options decrease, increase, interest, position

LBriscoe

From my limited understanding and from reading the CFAI text, i'm trying to conclude what the types of interest rate options and their impact on Duration of a position.

My understanding is that options can have either (1) interest rate or (2) a bond, as the underlying to an option, so the respective impact of rate changes are

Interest Rate as underlying (increase in rate effect)
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- Long Put - decrease in value - Used to increase Duration of portfolio
- Long Call - increase in value - Used to decrease Duration of a portfolio
- Short Call - increase in value - Used to increase Duration of a portfolio
- Short Put - decrease in value - Used to decrease Duration of a portfolio

Bond as the underlying (increase in rate effect)
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- Long Put - increase in value (underlying decreases in value) - Decrease duration of portfolio
- Long Call - decrease in value (underlying increases in value) - Increase duration of portfolio
- Short Call - decrease in value - decrease duration of portfolio
- Short Put - increase in value - increase duration of portfolio

I want to make sure my understanding is correct, can someone say whether they agree or not?