Hello Vincent,
For Duration calculation, you will need Market Risk Analyzer and for Yields calculation, you will need Portfolio Analyzer.
For Duration calculation in Market Risk Analyzer, you can either use online (real time) report AISS (Sensitivity key figures) or use results database report (results database is primarily used when you have lot of data and you don't want to do CPU intensive reporting real time; RDB allows you to separate evaluation and reporting from storage of results) .
For Yields calculation, you have to use Portfolio Analyzer and that has no online reporting; you have to use results database.
For results database reporting from both MRA and PA; you will use tcode AIS_STDREP.
If you have any questions related to configuration of these Analyzers; please ask.
Manish