Interest rate swap agreements (Details) - USD ($)	6 Months Ended
Jun. 30, 2016	Jun. 30, 2015
Effective Portion of Interest Rate Cash Flow Hedge in Year Three	$ 400,000,000
The percentage of effectiveness of interest rate swap agreements	100.00%	100.00%
Interest rate swap hedge ineffectiveness recognized in earnings	$ 0	$ 0
Cash flow hedge loss to be reclassified within twelve month	6,900,000
Collateral obligation requirements	0
Assets Needed for Immediate Settlement, Aggregate Fair Value	12,400,000
Interest Rate Cap [Member]
Effective Portion of Interest Rate Cash Flow Hedge in Year Three	$ 150,000,000
Interest Pay Rate (as a percent)	2.00%

Effective Portion of Interest Rate Cash Flow Hedge in Year Three

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- Definition

The percentage of effective notional amount of interest rate hedge agreements.

+ References

No definition available.

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- Definition

The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (f)
-URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624258-113959

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994

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- Definition

Average fixed interest rate that will be received or paid upon exercise of a group of interest rate swaption contracts.

+ References

No definition available.

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- Definition

Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
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-SubTopic 10
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-Paragraph 8
-Subparagraph (b)
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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-SubTopic 10
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