It depends on your understanding of the word duration. If you mean duration in the sense of how the price changes as the (nominal) curve shifts around, then linkers are a bit different. Basically, there is a correlation between the real yield and the nominal yield curve. For example, if the (nominal) curve shifts up, a nominal bond will lose in value. A linker, however, will lose a bit less, because an upward shift in the (nominal) curve incorporates rising inflation expectations, for which the linker bond holder will be compensated. And vice versa. So the linker duration is usually lower than the nominal bond duration.The other day, while travelling, I met a salesperson from a third tier bank who claimed linkers slowly become like zero bonds, because the notional accumulates up to the maturity of the linker. That was the most ridiculous thing I have ever heard from anyone in the business....clearly, that person does not understand duration (actuallly, does not understand fixed income.).