Derivatives	3 Months Ended
Mar. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives. Interest Rate Swap. On December 19, 2012, we entered into a $150.0 million pay-fixed, receive-variable interest rate swap with Wells Fargo at a fixed interest rate of 2.98%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap is scheduled to expire on December 19, 2017. As of March 31, 2013, this interest rate swap qualified as a cash flow hedge. During the three months ended March 31, 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was not material. The fair value of our cash flow hedge at March 31, 2013 was a liability of approximately $1.4 million, which was offset by approximately $552,000 of deferred tax asset. Foreign Currency Forward Contracts. On February 28, 2013, we forecasted a net exposure for March 31, 2013 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 720,000 Euros and 348,000 GBPs. In order to partially offset such risks at February 28, 2013, we entered into a 30-day forward contract for the Euro and GBP with a notional amount of approximately 720,000 Euros and notional amount of 348,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at each month-end. The effect on our consolidated statements of income for the three months ended March 31, 2013 and 2012 of all forward contracts, and the fair value of our open positions as of March 31, 2013, were not material.

Derivatives

3 Months Ended

Mar. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives.

Interest Rate Swap. On December 19, 2012, we entered into a $150.0 million pay-fixed, receive-variable interest rate swap with Wells Fargo at a fixed interest rate of 2.98%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap is scheduled to expire on December 19, 2017. As of March 31, 2013, this interest rate swap qualified as a cash flow hedge. During the three months ended March 31, 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was not material. The fair value of our cash flow hedge at March 31, 2013 was a liability of approximately $1.4 million, which was offset by approximately $552,000 of deferred tax asset.

Foreign Currency Forward Contracts. On February 28, 2013, we forecasted a net exposure for March 31, 2013 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 720,000 Euros and 348,000 GBPs. In order to partially offset such risks at February 28, 2013, we entered into a 30-day forward contract for the Euro and GBP with a notional amount of approximately 720,000 Euros and notional amount of 348,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at each month-end. The effect on our consolidated statements of income for the three months ended March 31, 2013 and 2012 of all forward contracts, and the fair value of our open positions as of March 31, 2013, were not material.