Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$ 75,000,000	$ 75,000,000
Fair Value	(5,370,000)	(5,570,000)
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Trade Date	Feb. 16, 2006	Feb. 16, 2006
Effective Date	Dec. 28, 2006	Dec. 28, 2006
Maturity Date	Dec. 28, 2016	Dec. 28, 2016
Current Rate Received	0.27%	0.24%
Pay Fixed Swap Rate	5.04%	5.036%
Fair Value	(1,908,000)	(2,093,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Trade Date	Feb. 16, 2006	Feb. 16, 2006
Effective Date	Dec. 28, 2006	Dec. 28, 2006
Maturity Date	Dec. 28, 2016	Dec. 28, 2016
Current Rate Received	0.27%	0.24%
Pay Fixed Swap Rate	5.04%	5.037%
Fair Value	(1,908,000)	(2,094,000)
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	3 Month LIBOR	3 Month LIBOR
Trade Date	Dec. 09, 2008	Dec. 09, 2008
Effective Date	Dec. 10, 2008	Dec. 10, 2008
Maturity Date	Dec. 10, 2018	Dec. 10, 2018
Current Rate Received	0.26%	0.24%
Pay Fixed Swap Rate	2.94%	2.94%
Fair Value	$ (1,554,000)	$ (1,383,000)