Derivative instruments and Hedges Activities	12 Months Ended
Dec. 31, 2017
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Derivative instruments and Hedges Activities	NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES On August 31, 2017, the Company entered into a floating-to-fixed interest rate swap agreement for an aggregate notional amount of $25.0 million which hedged a portion of the Company’s floating rate indebtedness. The swap agreement requires the Company to pay a fixed rate of 1.8475% per annum plus the applicable margin pursuant to the Credit Facility. Notwithstanding the terms of the interest rate swap transaction, the Company is ultimately obligated for all amounts due and payable under the Credit Facility. The cash flows from the transaction begin August 31, 2018 and end on August 31, 2023. The Company has designated the swap as a cash flow hedge. On a quarterly basis, management evaluates the swap to determine its effectiveness or ineffectiveness. Management intends that the swap remain effective. Realized gains and losses in connection with each required interest payment will be reclassified from AOCI to interest expense. On September 30, 2016, the Company entered into a floating-to-fixed interest rate hedge agreement for an aggregate notional amount of $100.0 million which hedged a portion of the Company’s floating rate indebtedness. The cash flows from the interest rate swap agreement begin on January 31, 2018 and end on January 31, 2023. The Company designated the swap as a cash flow hedge. On December 1, 2016, the Company sold the interest rate hedge agreement. The fair value of the interest rate hedge, as of the date of the sale, was recorded in other comprehensive income, net of tax. The gain from the sale will be recognized into earnings when earnings are impacted by the cash flows of the previously hedged items, as interest payments are made on the Credit Facility from January 31, 2018 to January 31, 2023. As of December 31, 2017, the net amount of realized gains and losses from the hedge agreements expected to be reclassified from AOCI into earnings within the next 12 months is $0.7 million. The Company uses interest rate swap arrangements to manage or hedge its interest rate risk. The Company does not use such instruments for speculative or trading purposes.

NOTE 9—DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

On August 31, 2017, the Company entered into a floating-to-fixed interest rate swap agreement for an aggregate notional amount of $25.0 million which hedged a portion of the Company’s floating rate indebtedness. The swap agreement requires the Company to pay a fixed rate of 1.8475% per annum plus the applicable margin pursuant to the Credit Facility. Notwithstanding the terms of the interest rate swap transaction, the Company is ultimately obligated for all amounts due and payable under the Credit Facility. The cash flows from the transaction begin August 31, 2018 and end on August 31, 2023. The Company has designated the swap as a cash flow hedge. On a quarterly basis, management evaluates the swap to determine its effectiveness or ineffectiveness. Management intends that the swap remain effective. Realized gains and losses in connection with each required interest payment will be reclassified from AOCI to interest expense.

On September 30, 2016, the Company entered into a floating-to-fixed interest rate hedge agreement for an aggregate notional amount of $100.0 million which hedged a portion of the Company’s floating rate indebtedness. The cash flows from the interest rate swap agreement begin on January 31, 2018 and end on January 31, 2023. The Company designated the swap as a cash flow hedge. On December 1, 2016, the Company sold the interest rate hedge agreement. The fair value of the interest rate hedge, as of the date of the sale, was recorded in other comprehensive income, net of tax. The gain from the sale will be recognized into earnings when earnings are impacted by the cash flows of the previously hedged items, as interest payments are made on the Credit Facility from January 31, 2018 to January 31, 2023.

As of December 31, 2017, the net amount of realized gains and losses from the hedge agreements expected to be reclassified from AOCI into earnings within the next 12 months is $0.7 million. The Company uses interest rate swap arrangements to manage or hedge its interest rate risk. The Company does not use such instruments for speculative or trading purposes.