Fair Value Of Financial Instruments (Details) - Jun. 30, 2015	USD ($) agreement	USD ($) agreement
Fair Value, Balance Sheet Grouping, Financial Statement Captions
Interest rate cash flow hedge loss to be reclassified within next 12 months, net	$ 3,700,000	$ 3,700,000
Other comprehensive income (loss) - change in value of interest rate swaps	1,100,000	(1,394,000)
Interest expense reclassified from other comprehensive loss	$ 1,100,000	$ 2,100,000
Fair Value, Measurements, Recurring \| Interest Rate Swap
Fair Value, Balance Sheet Grouping, Financial Statement Captions
Number of interest rate swap agreements \| agreement	2	2
Notional amount of interest rate swap agreements	$ 275,000,000.0	$ 275,000,000.0
Fair Value, Measurements, Recurring \| Interest Rate Swap \| Term loan
Fair Value, Balance Sheet Grouping, Financial Statement Captions
Principal amount of term loan	$ 275,000,000	$ 275,000,000
Variable portion of interest rate	1.72%	1.72%
Effective interest rate	2.62%	2.62%
Level 2 \| Accounts Payable and Accrued Expenses \| Fair Value, Measurements, Recurring
Fair Value, Balance Sheet Grouping, Financial Statement Captions
Fair value of interest rate swaps	$ 4,909,000	$ 4,909,000

Effective interest rate for the funds borrowed under the debt agreement considering interest compounding and original issue discount or premium.

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Fixed interest rate related to the interest rate derivative.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Nominal or face amount used to calculate payments on the derivative liability.

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-Glossary Notional Amount

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Amount after tax and reclassification adjustments of other comprehensive income (loss).

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Including the current and noncurrent portions, the carrying value of notes payable which were initially due after one year or beyond the normal operating cycle, if longer, and which are not otherwise defined in the taxonomy.

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