Derivatives (Details) (Interest Rate Swap [Member], USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013
Derivative [Line Items]
Interest Rate Swap Variable Rate Basis	one-month LIBOR
Interest Rate Swap Fixed Interest Rate	0.75%
Interest Rate Cash Flow Hedge Effectiveness Assessment and Measurement	Cash flows from the Swap are expected to be highly effective. If it is determined that the Swap ceases to be effective, we will prospectively discontinue hedge accounting. When applicable, we use the shortcut method to assess hedge effectiveness. If the shortcut method is not applicable, we assess effectiveness using the “change-in-variable-cash-flows” method. Our assessment of hedge effectiveness resulted in no ineffectiveness recorded for the year ended December 31, 2014.
Interest Rate Swap Liability	$ 0.3	$ 0.6
Other Noncurrent Liabilities [Member]
Derivative [Line Items]
Interest Rate Swap Liability		0.3
Other Current Liabilities [Member]
Derivative [Line Items]
Interest Rate Swap Liability		$ 0.3