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Note 10 - Derivative Financial Instruments (Tables)
12 Months Ended
Dec. 31, 2014
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, 2014
 
December 31, 2013
Derivatives Designated as Hedging Instruments:
 
 
 
 
Forward Currency Contracts
 
Prepaid expenses and other current assets
 
$
26

 
$
24

 
 
Total Assets
 
$
26

 
$
24

 
 
 
 
 
 
 
Forward Currency Contracts
 
Accrued expenses
 


 
$

Interest Rate Swaps
 
Other non-current liabilities
 
729

 
1,220

 
 
Total Liabilities
 
$
729

 
$
1,220

 
 
 
 
 
 
 
Derivatives Not Designated as Hedging Instruments:
 
 
 
 
Forward Currency Contracts
 
Prepaid expenses and other current assets
 
$
62

 
$
752

 
 
Total Assets
 
$
62

 
$
752

 
 
 
 
 
 
 
Forward Currency Contracts
 
Accrued Expenses
 
$

 
$

 
 
 
 
 
 
 
 
 
Total Derivative Assets
 
$
88

 
$
776

 
 
Total Derivative Liabilities
 
729

 
1,220

 
 
Total Net Derivative Asset (Liability)
 
$
(641
)
 
$
(444
)
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, 2014

Quoted Prices in Active Markets for Identical Assets
(Level 1)

Significant Observable Inputs
(Level 2)

Significant Unobservable Inputs
(Level 3)
Assets:







Forward Currency Contracts
$
88

 
$

 
$
88

 
$

Total
$
88

 
$

 
$
88

 
$









Liabilities:







Interest Rate Swap
$
729

 
$

 
729


$

Total
$
729


$


$
729


$


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)
Liabilities:







Forward Currency Contracts
$


$


$


$

Interest Rate Swap
1,220




1,220



Total
$
1,220


$


$
1,220


$

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The following table summarizes the Company’s derivative positions at December 31, 2014:

Position

Notional
Amount

Weighted
Average
Remaining
Maturity
In Years

Average
Exchange
Rate
Australian Dollar/USD
Sell
 
$
3,221,784

 
0.5
 
0.82
USD/British Pound
Sell
 
£
3,050,450

 
0.5
 
1.56
EURO/British Pound
Sell
 
£
10,245,902

 
0.5
 
0.78
Interest Rate Swap
 
 
$
159,687,500

 
1.6