Derivatives And Hedging (Narrative) (Details)	1 Months Ended	12 Months Ended
	Aug. 31, 2016 USD ($)	Dec. 31, 2016 USD ($) derivative_contract	Dec. 31, 2017 USD ($) derivative_contract	Jun. 24, 2016 USD ($) derivative_contract
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss		$ (9,161,000)	$ (6,170,000)
Gain (Loss) On Cash Flow Hedges [Member]
Derivatives, Fair Value [Line Items]
Accumulated other comprehensive loss		$ 6,400,000	$ 7,400,000
Interest Rate Contracts [Member] | Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Number of interest rate contracts | derivative_contract		3	3
Notional amount of interest rate fair value hedge derivatives		$ 200,000,000	$ 200,000,000
Derivative, fixed interest rate		1.50%	1.50%
Cash flow hedge gain (loss) to be amortized within 12 months			$ 1,400,000
Interest Rate Contracts [Member] | Fair Value Hedging [Member]
Derivatives, Fair Value [Line Items]
Notional amount of interest rate fair value hedge derivatives				$ 62,900,000
Number of interest rate derivatives terminated | derivative_contract				2
Proceeds from extinguishment of derivative instrument		$ 2,200,000
Forward Starting Interest Contract [Member] | Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Notional amount of interest rate fair value hedge derivatives		$ 200,000,000
Payments for derivative instrument	$ 2,100,000
Derivative instruments, loss recognized in other comprehensive income (loss), effective portion	$ 2,000,000
Interest Rate Swap [Member] | Cash Flow Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative, swap rate period (In years)		10 years
Derivative, forward interest rate		1.50%