You can calculate the duration and use it as sensitivity measure, as you are used to.
That is because the npv of the cashflows is:
$NPV = \sum_i [ c_i * \exp(- y_i * t_i ) ]$
With $c_i$ the fixed cashflow amount at time $t_i$.
From that it follows, that the derivative of the NPV with respect to a parallel shift of the yieldcurve is
$d(NPV)/dy = - \sum[ c_i * t_i * \exp(- y_i * t_i ) ]$
If you divide that by the NPV, you get the definition of the duration.
You see the formulas are valid regardless of the sign or amount of the $c_i$.