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Derivative instruments
9 Months Ended
Sep. 30, 2015
Derivative Instruments And Hedging Activities Disclosure [Abstract]  
Derivative instruments

4. Derivative instruments

The tables below disclose the types of derivative instruments the Company owns, the classifications and fair values of these instruments within the balance sheet, and the amount of gain (loss) recognized in other comprehensive income (loss).

 

(U.S. Dollars, in thousands)

As of September 30, 2015

 

Fair value: favorable

(unfavorable)

 

 

Balance sheet location

Cross-currency swap

 

$

4,633

 

 

Other long-term assets

Warrants

 

$

311

 

 

Other long-term assets

 

 

 

 

 

 

 

As of December 31, 2014

 

 

 

 

 

 

Cross-currency swap

 

$

2,504

 

 

Other long-term assets

Warrants

 

$

321

 

 

Other long-term assets

 

 

 

Three Months Ended

September 30,

 

 

Nine Months Ended

September 30,

 

(U.S. Dollars, in thousands)

 

2015

 

 

2014

 

 

2015

 

 

2014

 

Cross-currency swap unrealized gain (loss)

   recorded in other comprehensive income

   (loss), net of taxes

 

$

(706

)

 

$

112

 

 

$

230

 

 

$

184

 

Warrants unrealized gain recorded in other

   comprehensive income (loss), net of taxes

 

$

 

 

$

 

 

$

 

 

$