Foreign Currency Hedging (Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Euro forward contracts

The notional amounts, Euro exchange rates and fair values of our Euro forward contracts designated as cash flow hedges were as follows:

Euro Forward Contracts			September 30, 2014				December 31, 2013
			(In thousands)				(In thousands)
Currency	Settlement Price ($ per Euro)	Type	Notional Amount		Fair Value		Notional Amount		Fair Value
Euro	1.240	Sell Euro	$	—	$	—	$	10,850	$	(1,207	)
Euro	1.270	Sell Euro	17,780		35		44,450		(3,760		)
Euro	1.281	Sell Euro	20,488		208		36,814		(2,785		)
Euro	1.300	Sell Euro	—		—		19,500		(1,119		)
Total			$	38,268	$	243	$	111,614	$	(8,871	)

Schedule of location and fair values of Euro contracts in Consolidated Balance Sheets

 The location and fair values of our Euro contracts in our Condensed Consolidated Balance Sheets were as follows:

Cash Flow Hedge	Location	September 30, 2014		December 31, 2013
(In thousands)
Euro contracts	Prepaid and other current assets	$	252	$	—
Euro contracts	Accrued liabilities	$	9	$	7,355
Euro contracts	Other long-term liabilities	$	—	$	1,516

Schedule of the effect of derivative instruments in the Consolidated Statements of Income and Consolidated Statements of Comprehensive Income

The effect of our derivative instruments in our Condensed Consolidated Statements of Income and our Condensed Consolidated Statements of Comprehensive Income was as follows:

	Three Months Ended						Nine Months Ended
	September 30,						September 30,
	2014			2013			2014			2013
(In thousands)
Net gain (loss) recognized in OCI, net of tax (1)	$	1,974		$	(3,359	)	$	2,305		$	(1,056	)
Gain (loss) reclassified from accumulated OCI into royalty revenue, net of tax (2)	$	(989	)	$	(32	)	$	(3,744	)	$	(1,011	)
Net gain (loss) recognized in interest and other income, net -- cash flow hedges (3)	$	2		$	4		$	5		$	9