Derivatives	12 Months Ended
Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	DERIVATIVES General. Our earnings and cash flows are subject to fluctuations due to changes in interest rates and foreign currency exchange rates, and we seek to mitigate a portion of these risks by entering into derivative contracts. The derivatives we use are an interest rate swap and foreign currency forward contracts. We recognize derivatives as either assets or liabilities at fair value in the accompanying consolidated balance sheets, regardless of whether or not hedge accounting is applied. We report cash flows arising from our hedging instruments consistent with the classification of cash flows from the underlying hedged items. Accordingly, cash flows associated with our derivative programs are classified as operating activities in the accompanying consolidated statements of cash flows. We formally document, designate and assess the effectiveness of transactions that receive hedge accounting initially and on an ongoing basis. Changes in the fair value of derivatives that qualify for hedge accounting treatment are recorded, net of applicable taxes, in accumulated other comprehensive income (loss), a component of stockholders’ equity in the accompanying consolidated balance sheets. For the ineffective portions of qualifying hedges, the change in fair value is recorded through earnings in the period of change. Changes in the fair value of derivatives not designated as cash flow hedges are recorded in earnings throughout the term of the derivative instrument. Interest Rate Swap. A portion of our debt bears interest at variable interest rates and therefore, we are subject to variability in the cash paid for interest expense. In order to mitigate a portion of this risk, we use a hedging strategy to reduce the variability of cash flows in the interest payments associated with a portion of the variable-rate debt outstanding under our Credit Agreement that is solely due to changes in the benchmark interest rate. On December 19, 2012, we entered into a pay-fixed, receive-variable interest rate swap having an initial notional amount of $150 million with Wells Fargo to fix the one-month LIBOR rate at 0.98%. 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 reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The notional amount of the interest rate swap is reduced quarterly by 50% of the minimum principal payment due under the terms of our Credit Agreement. The interest rate swap is scheduled to expire on December 19, 2017. At December 31, 2015 and 2014, our interest rate swap qualified as a cash flow hedge. The fair value of our interest rate swap at December 31, 2015 was an asset of approximately $2,000, which was partially offset by approximately $1,000 in deferred taxes. The fair value of our interest rate swap at December 31, 2014 was an asset of approximately $573,000, which was offset by approximately $223,000 in deferred taxes. During the years ended December 31, 2015, 2014 and 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness were included in interest expense in the accompanying consolidated statements of income and were not material. Foreign Currency Forward Contracts. We forecast our net exposure to various currencies and enter into foreign currency forward contracts to mitigate that exposure. As of December 31, 2015, we entered into foreign currency forward contracts for the Euro (EUR), British Pound (GBP), Chinese Yuan Renminbi (CNY), Mexican Peso (MXN), Brazilian Real (BRL), and Australian Dollar (AUD). On November 25, 2015, we forecasted a net exposure for December 31, 2015 (representing the difference between EUR, GBP, CNY, MXN, BRL, and AUD-denominated receivables and EUR, GBP, CNY, MXN, BRL, and AUD-denominated payables) of approximately 1.7 million EUR, 610,000 GBP, 38.4 million CNY, 32.0 million MXN, 1.5 million BRL, and 830,000 AUD. In order to partially offset such risks, on November 25, 2015 we entered into short-term forward contracts for the EUR, GBP, CNY, MXN, BRL, and AUD with notional amounts of approximately 1.7 million EUR, 610,000 GBP, 38.4 million CNY, 32.0 million MXN, 1.5 million BRL, and 830,000 AUD. On November 28, 2014, we forecasted a net exposure for December 31, 2014 (representing the difference between EUR and GBP-denominated receivables and EUR and GBP-denominated payables) of approximately 899,000 EUR and 572,000 GBP. In order to partially offset such risks at November 28, 2014, we entered into short-term forward contracts for the EUR and GBP with notional amounts of approximately 899,000 EUR and 572,000 GBP. 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 fair value of our open positions at December 31, 2015 and 2014 was not material. On October 23, 2015, we entered into a foreign currency forward contract to partially offset the currency risk related to an intercompany loan denominated in CNY. The loan matures and the forward contract is deliverable on September 16, 2016. The notional amount of the forward contract is approximately 46.3 million CNY. This contract is marked to market at each month-end. The fair value of our open position at December 31, 2015 was a liability of approximately $278,000. During the years ended December 31, 2015, 2014 and 2013, we recorded a net gain (loss) on all foreign currency transactions of approximately $(400,000), $36,000 and $(202,000), respectively, which is included in other income in the accompanying consolidated statements of income.

DERIVATIVES

General. Our earnings and cash flows are subject to fluctuations due to changes in interest rates and foreign currency exchange rates, and we seek to mitigate a portion of these risks by entering into derivative contracts. The derivatives we use are an interest rate swap and foreign currency forward contracts. We recognize derivatives as either assets or liabilities at fair value in the accompanying consolidated balance sheets, regardless of whether or not hedge accounting is applied. We report cash flows arising from our hedging instruments consistent with the classification of cash flows from the underlying hedged items. Accordingly, cash flows associated with our derivative programs are classified as operating activities in the accompanying consolidated statements of cash flows.

We formally document, designate and assess the effectiveness of transactions that receive hedge accounting initially and on an ongoing basis. Changes in the fair value of derivatives that qualify for hedge accounting treatment are recorded, net of applicable taxes, in accumulated other comprehensive income (loss), a component of stockholders’ equity in the accompanying consolidated balance sheets. For the ineffective portions of qualifying hedges, the change in fair value is recorded through earnings in the period of change. Changes in the fair value of derivatives not designated as cash flow hedges are recorded in earnings throughout the term of the derivative instrument.

Interest Rate Swap. A portion of our debt bears interest at variable interest rates and therefore, we are subject to variability in the cash paid for interest expense. In order to mitigate a portion of this risk, we use a hedging strategy to reduce the variability of cash flows in the interest payments associated with a portion of the variable-rate debt outstanding under our Credit Agreement that is solely due to changes in the benchmark interest rate.

On December 19, 2012, we entered into a pay-fixed, receive-variable interest rate swap having an initial notional amount of $150 million with Wells Fargo to fix the one-month LIBOR rate at 0.98%. 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 reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The notional amount of the interest rate swap is reduced quarterly by 50% of the minimum principal payment due under the terms of our Credit Agreement. The interest rate swap is scheduled to expire on December 19, 2017.

At December 31, 2015 and 2014, our interest rate swap qualified as a cash flow hedge. The fair value of our interest rate swap at December 31, 2015 was an asset of approximately $2,000, which was partially offset by approximately $1,000 in deferred taxes. The fair value of our interest rate swap at December 31, 2014 was an asset of approximately $573,000, which was offset by approximately $223,000 in deferred taxes.

During the years ended December 31, 2015, 2014 and 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness were included in interest expense in the accompanying consolidated statements of income and were not material.

Foreign Currency Forward Contracts. We forecast our net exposure to various currencies and enter into foreign currency forward contracts to mitigate that exposure. As of December 31, 2015, we entered into foreign currency forward contracts for the Euro (EUR), British Pound (GBP), Chinese Yuan Renminbi (CNY), Mexican Peso (MXN), Brazilian Real (BRL), and Australian Dollar (AUD). On November 25, 2015, we forecasted a net exposure for December 31, 2015 (representing the difference between EUR, GBP, CNY, MXN, BRL, and AUD-denominated receivables and EUR, GBP, CNY, MXN, BRL, and AUD-denominated payables) of approximately 1.7 million EUR, 610,000 GBP, 38.4 million CNY, 32.0 million MXN, 1.5 million BRL, and 830,000 AUD. In order to partially offset such risks, on November 25, 2015 we entered into short-term forward contracts for the EUR, GBP, CNY, MXN, BRL, and AUD with notional amounts of approximately 1.7 million EUR, 610,000 GBP, 38.4 million CNY, 32.0 million MXN, 1.5 million BRL, and 830,000 AUD. On November 28, 2014, we forecasted a net exposure for December 31, 2014 (representing the difference between EUR and GBP-denominated receivables and EUR and GBP-denominated payables) of approximately 899,000 EUR and 572,000 GBP. In order to partially offset such risks at November 28, 2014, we entered into short-term forward contracts for the EUR and GBP with notional amounts of approximately 899,000 EUR and 572,000 GBP. 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 fair value of our open positions at December 31, 2015 and 2014 was not material.

On October 23, 2015, we entered into a foreign currency forward contract to partially offset the currency risk related to an intercompany loan denominated in CNY. The loan matures and the forward contract is deliverable on September 16, 2016. The notional amount of the forward contract is approximately 46.3 million CNY. This contract is marked to market at each month-end. The fair value of our open position at December 31, 2015 was a liability of approximately $278,000.

During the years ended December 31, 2015, 2014 and 2013, we recorded a net gain (loss) on all foreign currency transactions of approximately $(400,000), $36,000 and $(202,000), respectively, which is included in other income in the accompanying consolidated statements of income.