Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of fair value amounts of derivative instruments

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

Designation of Derivatives	Balance Sheet Location	September 30,   2015			December 31,   2014
Derivatives Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	114		$	26
	Total Assets	$	114		$	26
Interest Rate Swaps	Other non-current liabilities	$	635		$	729
	Total Liabilities	$	635		$	729
Derivatives Not Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	188		$	62
	Total Assets	$	188		$	62
	Total Derivative Assets	$	302		$	88
	Total Derivative Liabilities	635			729
	Total Net Derivative Liability	$	(333	)	$	(641	)

Schedule of assets and liabilities measured at fair value on a recurring basis

The following table represents assets and liabilities measured at fair value on a recurring basis and the basis for that measurement at September 30, 2015 and December 31, 2014 (in thousands):

	Total Fair Value at September 30, 2015		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets:
Forward Currency Contracts	$	302	$	—	$	302	$	—
Total	$	302	$	—	$	302	$	—
Liabilities:
Interest Rate Swap	$	635	$	—	$	635	$	—
Total	$	635	$	—	$	635	$	—

	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	$	—

Summary of derivative positions

The following table summarizes the Company’s derivative positions at September 30, 2015:

	Position	Notional Amount		Weighted Average Remaining Maturity In Years	Average Exchange Rate
Canadian Dollar/USD	Sell	$	1,039,501	0.1	1.33
USD/ERUO	Sell	$	720,162	0.3	1.12
Australian Dollar/USD	Sell	$	2,519,435	0.1	0.70
USD/British Pound	Sell	£	1,900,000	0.1	1.51
EURO/British Pound	Sell	£	8,000,000	0.2	0.74
Interest Rate Swap		$	149,843,750	0.8