Derivative Financial Instruments (Details 2) (Designated as hedges, USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Interest rate swap
Derivative financial instruments
Notional amount	10,000	10,000	$ 10,000
Fair value of asset	(4)	24
Receiving \| London Interbank Offered Rate (LIBOR)
Derivative financial instruments
Receive (variable) index	US 3 Month LIBOR	US 3 Month LIBOR
Paying
Derivative financial instruments
Pay fixed swap rate (as a percent)	0.715%	0.715%

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

+ Details

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- Definition

The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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- Details

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- Definition

Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 5

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

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- Details

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