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Fair Value Measurements (Tables)
 6 Months Ended
Jun. 30, 2013
Fair Value Measurements  
Fair value measurements of financial assets and liabilities

The financial assets and liabilities carried at fair value on a recurring basis at June 30, 2013 follow (in thousands):

 

Financial Instrument

 

Fair Value

 

Level 2

 

Level 3

 

Currency swap asset(1)

 

$

2,218

 

$

2,218

 

$

—

 

Interest-rate swap assets (1)

 

1,487

 

1,487

 

—

 

Interest-rate swap liabilities (1)

 

(9,610

)

(9,610

)

—

 

Warrants(1)

 

452

 

—

 

452

 

 

 

$

(5,453

)

$

(5,905

)

$

452

 

 

(1)          Interest rate and currency swaps as well as common stock warrant fair values are determined based on observable and unobservable market assumptions utilizing standardized derivative pricing models.