Derivative Financial Instruments (Details)	3 Months Ended								3 Months Ended
	Mar. 31, 2014 USD ($)	Mar. 31, 2013 USD ($)	Mar. 31, 2014 Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges Reclassification out of Accumulated Other Comprehensive Income USD ($)	Mar. 31, 2014 Cash flow hedge USD ($)	Mar. 31, 2014 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge USD ($) item	Mar. 31, 2014 Interest rate swap, entered in November 2008, maturity in October 2016 Cash flow hedge USD ($)	Mar. 31, 2014 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($)	Mar. 31, 2014 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£)	Mar. 31, 2014 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($)	Mar. 31, 2014 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£)
Derivative
Fixed Rate/Buy Amount (as a percent)					3.82%	5.95%	1.81%
Floating/Exchange Rate Index					BMA Swap Index	1 Month LIBOR	1 Month GBP LIBOR
Floating/Exchange Rate Index, percentage						1.50%	1.20%
Buy (sell) amount									$ 56,800,000	£ (7,200,000)
Notional amount					45,600,000	26,300,000		137,000,000		36,200,000
Fair value of hedge, liabilities					(5,837,000)	(2,455,000)	2,035,000
Fair value of hedge, liabilities									(3,254,000)
Number of interest-rate swap contracts					3
Exchange rate USD/GBP									1.5695
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings	263,623,000	233,784,000	0
Gain (loss) on cash flow hedge, ineffective portion				0
Effects of Change in Interest Rates
+50 Basis Points					1,248,000	333,000	2,495,000		(546,000)
-50 Basis Points					(1,434,000)	(318,000)	(2,501,000)		58,000
+100 Basis Points					2,589,000	658,000	4,993,000		(848,000)
-100 Basis Points					$ (2,775,000)	$ (644,000)	$ (4,999,000)		$ 359,000