Interest Rate Swaps Primers / Introduction

Hi all -

I have tried looking around on this site and couldn't find any primers / introductory research articles that might be particularly helpful for my situation.

I have recently joined a derivative desk at a very large real estate company and have experiences in MBS primarily.

What I am looking for is finding information as relates to duration portfolio management (i.e. short duration implications, short negative convexity portfolio impact, how IRS and swaptions manage those areas). Any guidance would be greatly appreciated - I know this is quite niche. 

Thanks.