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Derivatives - Derivative (Details) (Interest Rate Swap [Member], USD $)
In Millions, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Interest Rate Swap [Member]
   
Derivative [Line Items]    
Derivative, Variable Interest Rate one-month LIBOR  
Interest Rate Swap Fixed Interest Rate 0.75%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
 
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 three months ended March 31, 2015.  
Interest Rate Swap Liability $ 0.2us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember
$ 0.3us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
/ us-gaap_DerivativeByNatureAxis
= us-gaap_InterestRateSwapMember