Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments in Balance Sheet

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):

		December 31,
Designation of Derivatives	Balance Sheet Location	2016		2015
Derivatives Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	—	$	18
Interest Rate Swaps	Other non-current assets	1,061		—
	Total Assets	$	1,061	$	18
Forward Currency Contracts	Accrued expenses	$	57	$	243
Interest Rate Swaps	Other non-current liabilities	—		13
	Total Liabilities	$	57	$	256
Derivatives Not Designated as Hedging Instruments:
Forward Currency Contracts	Prepaid expenses and other current assets	$	26	$	91
	Total Assets	$	26	$	91
	Total Derivative Assets	$	1,087	$	109
	Total Derivative Liabilities	57		256
	Total Net Derivative Asset (Liability)	$	1,030	$	(147	)

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis

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, 2016		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets:
Forward Currency Contracts	$	26	$	—	$	26	$	—
Interest Rate Swap	1,061		—		1,061		—
Total	$	1,087	$	—	$	1,087	$	—
Liabilities:
Forward Currency Contracts	$	57	$	—	$	57	$	—
Total	$	57	$	—	$	57	$	—

	Total Fair Value at December 31, 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	109		—		109		—
Total	$	109	$	—	$	109	$	—
Liabilities:
Forward Currency Contracts	$	243	$	—	$	243	$	—
Interest Rate Swap	13		—		13		—
Total	$	256	$	—	$	256	$	—

Schedule of Notional Amounts of Outstanding Derivatives

The following table summarizes the Company’s derivative positions at December 31, 2016:

	Position	Notional Amount		Weighted Average Remaining Maturity In Years	Average Exchange Rate
USD/EURO	Sell	$	3,400,000	0.3	1.06
USD/British Pound	Sell	£	4,595,000	0.3	1.24
EURO/British Pound	Sell	£	5,700,000	0.3	0.86
Interest Rate Swap		$	246,094,750	3.8