Note 10 - Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table provides a summary of the fair value amounts of our derivative instruments, all of which are Level 2 (as defined below) inputs (in thousands):

Designation of Derivatives	Balance Sheet Location	December 31, 2013		December 31, 2012
Derivatives Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	24	$	—
	Total Assets	$	24	$	—
Forward Currency Contracts	Accrued expenses	$	—	$	9
Interest Rate Swaps	Other non-current liabilities	1,220		764
	Total Liabilities	$	1,220	$	773
Derivatives Not Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	752	$	—
	Total Assets	$	752	$	—
Forward Currency Contracts	Accrued Expenses	$	—	$	585
	Total Derivative Assets	$	776	$	—
	Total Derivative Liabilities	1,220		1,358
	Total Net Derivative Liability	$	444	$	1,358

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

The following table represents assets and liabilities measured at fair value on a recurring basis and the basis for that measurement (in thousands):

	Total Fair Value at December 31, 2013		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets:
Forward Currency Contracts	$	776	$	—	$	776	$	—
Total	$	776	$	—	$	776	$	—
Liabilities:
Interest Rate Swap	$	1,220	$	—	$	1,220	$	—
Total	$	1,220	$	—	$	1,220	$	—

	Total Fair Value at December 31, 2012		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Liabilities:
Forward Currency Contracts	$	594	$	—	$	594	$	—
Interest Rate Swap	764		—		764		—
Total	$	1,358	$	—	$	1,358	$	—

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the Company’s derivative positions at December 31, 2013:

	Position	Notional Amount		Weighted Average Remaining Maturity In Years	Average Exchange Rate
Canadian Dollar/USD	Sell	$	10,208,460	0.2	1.06
Singapore Dollar/USD	Sell	$	1,973,834	1.0	1.26
Hong Kong Dollar/USD	Sell	$	1,558,146	1.0	7.75
Australian Dollar/USD	Sell	$	3,030,088	1.0	0.87
USD/British Pound	Sell	£	1,900,000	0.7	1.6533
EURO/British Pound	Sell	£	8,000,000	0.5	0.8317
Interest Rate Swap		$	170,625,000	2.6