Basic concepts - interest rate, spreads and duration

What is the relationship between interest rates and duration?

“increased credit portfolio duration… in anticipation from a decrease in interest rates.” from pg 77 book 4.

Is this sort of like futures/forwards where you’re locking in a higher rate with a longer duration? Same thing with credit spreads. If they tighten, a portfolio’s exposure should be shifted to a longer spread duration. Why?

Higher duration means bigger change in price.