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Derivatives (Tables)
 9 Months Ended
Sep. 30, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions
Outstanding foreign currency forward exchange contracts qualifying and designated for hedge accounting treatment were as follows (in thousands USD):
 
September 30, 2015
 
December 31, 2014
 
Notional
Amount
 
Unrealized
Net Gain
(Loss)
 
Notional
Amount
 
Unrealized
Net Gain
(Loss)
USD / AUD
$
342

 
$
54

 
$
1,250

 
$
65

USD / CAD
1,106

 
(154
)
 
3,570

 
(63
)
USD / CNY
3,481

 
(69
)
 
—

 
—

USD / CHF
21

 
—

 
111

 
—

USD / EUR
41,227

 
1,230

 
25,524

 
—

USD / GBP
322

 
6

 
1,199

 
3

USD / NZD
4,149

 
(156
)
 
7,018

 
(55
)
USD / SEK
68

 
8

 
594

 
1

USD / MXP
7,552

 
(523
)
 
10,297

 
(657
)
EUR / AUD
—

 
—

 
452

 
5

EUR / CAD
141

 
3

 
580

 
(1
)
EUR / CHF
89

 
8

 
505

 
(2
)
EUR / DKK
133

 
—

 
643

 
(3
)
EUR / GBP
7,313

 
(439
)
 
11,906

 
23

EUR / SEK
590

 
9

 
2,917

 
(9
)
EUR / NOK
378

 
27

 
1,490

 
43

EUR / NZD
5,598

 
(68
)
 
7,074

 
60

AUD / CAD
—

 
—

 
1,538

 
30

AUD / CHF
13

 
2

 
93

 
1

AUD / NZD
115

 
—

 
537

 
19

AUD / SEK
13

 
1

 
61

 
(1
)
CAD / SEK
39

 
—

 
182

 
(1
)
GBP / AUD
—

 
—

 
656

 
22

GBP / CHF
101

 
1

 
331

 
(1
)
GBP / SEK
723

 
(66
)
 
1,035

 
(2
)
DKK / CHF
71

 
(8
)
 
269

 
(2
)
DKK / SEK
513

 
(23
)
 
2,497

 
(44
)
NOK / CHF
18

 
3

 
66

 
2

NOK / SEK
362

 
10

 
1,547

 
19

 
$
74,478

 
$
(144
)
 
$
83,942

 
$
(548
)
Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location
Foreign currency forward exchange contracts not qualifying or designated for hedge accounting treatment entered into in 2015 and 2014, respectively, and outstanding were as follows (in thousands USD):
 
September 30, 2015
 
December 31, 2014
 
Notional
Amount
 
Gain
(Loss)
 
Notional
Amount
 
Gain
(Loss)
AUD / USD
$
7,315

 
$
488

 
$
7,300

 
$
117

CAD / USD
5,151

 
16

 
6,016

 
$
(6
)
CNY / USD
9,943

 
(190
)
 
3,200

 
(14
)
EUR / USD
23,072

 
(2
)
 
53,365

 
(1,585
)
CHF / AUD
7

 
1

 
—

 
—

DKK / USD
14,336

 
(110
)
 
—

 
—

GBP / USD
7,656

 
(92
)
 
5,592

 
18

NOK / USD
3,579

 
(60
)
 
—

 
—

NZD / USD
162

 
27

 
4,500

 
12

EUR / AUD
92

 
5

 
—

 
—

EUR / DKK
5

 
—

 
—

 
—

AUD / CAD
379

 
9

 
—

 
—

AUD / GBP
135

 
21

 
—

 
—

EUR / NOK
1

 
—

 
—

 
—

 
$
71,833

 
$
113

 
$
79,973

 
$
(1,458
)
Schedule of Derivatives Instruments Statements of Financial Position, Fair Value
The fair values of the Company’s derivative instruments were as follows (in thousands):
 
September 30, 2015
 
December 31, 2014
 
Assets
 
Liabilities
 
Assets
 
Liabilities
Derivatives designated as hedging instruments under ASC 815
 
 
 
 
 
 
 
Foreign currency forward exchange contracts
$
1,557

 
$
1,701

 
$
373

 
$
921

 
 
 
 
 
 
 
 
Derivatives not designated as hedging instruments under ASC 815
 
 
 
 
 
 
 
Foreign currency forward exchange contracts
647

 
534

 
147

 
1,605

Total derivatives
$
2,204

 
$
2,235

 
$
520

 
$
2,526
Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss)
The effect of derivative instruments on Accumulated Other Comprehensive Income (OCI) and the Statement of Comprehensive Income (Loss) and was as follows (in thousands):
Derivatives in ASC 815 cash flow hedge
relationships
Amount of Gain
(Loss) Recognized in Accumulated OCI on Derivatives
(Effective Portion)
 
Amount of Gain  (Loss)
Reclassified from
Accumulated  OCI into
Income (Effective
Portion)
 
Amount of Gain (Loss)
Recognized in Income on
Derivatives  (Ineffective Portion
and Amount Excluded from
Effectiveness Testing)
Three months ended September 30, 2015
 
 
 
 
 
Foreign currency forward exchange contracts
$
(833
)
 
$
(281
)
 
$
—

Nine months ended September 30, 2015
 
 
 
 
 
Foreign currency forward exchange contracts
$
854

 
$
457

 
$
—

Three months ended September 30, 2014
 
 
 
 
 
Foreign currency forward exchange contracts
$
451

 
$
(11
)
 
$
—

Nine months ended September 30, 2014
 
 
 
 
 
Foreign currency forward exchange contracts
$
127

 
$
(465
)
 
$
(22
)
Interest rate swap contracts
—

 
(12
)
 
—

 
$
127

 
$
(477
)
 
$
(22
)
 
 
 
 
 
 
Derivatives not designated as hedging
instruments under ASC 815
 
 
 
 
Amount of Gain (Loss)
Recognized in Income on Derivatives
Three months ended September 30, 2015
 
 
 
 
 
Foreign currency forward exchange contracts
 
$
172

Nine months ended September 30, 2015
 
 
 
 
 
Foreign currency forward exchange contracts
 
$
113

Three months ended September 30, 2014
 
 
 
 
 
Foreign currency forward exchange contracts
 
$
(2,240
)
Nine months ended September 30, 2014
 
 
 
 
 
Foreign currency forward exchange contracts
 
$
(2,384
)