Interest Rate Swap Agreement, Interest Rate Risk Mitigated, Percentage Of Term Loan

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- Definition

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

+ References

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

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

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- References

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- Definition

The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

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- Definition

Amount of gain (loss) from the ineffectiveness of the hedge.

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- Definition

Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

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No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Amount before tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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- Definition

Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

+ References

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Derivative Financial Instruments (Details) - USD ($)		3 Months Ended		9 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Jan. 23, 2014	Sep. 30, 2019	Sep. 30, 2018	Sep. 30, 2019	Sep. 30, 2018	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Hedge ineffectiveness gain (loss)				$ 0	$ 0
Fair value of interest rate swap liability		$ (332,000)		$ (332,000)		$ (116,000)
Interest Rate Swap Contracts
Derivatives, Fair Value [Line Items]
Percentage of Term Loan balance covered under interest rate swap contract	75.00%
Termination of contract date				Sep. 30, 2023
Notional amount		$ 6,400,000		$ 6,400,000
Fixed interest rate (in hundredths)	2.86375%
Unrealized net gains recorded in Accumulated other comprehensive loss				$ 300,000
Interest Rate Swap Contracts \| One Month LIBOR
Derivatives, Fair Value [Line Items]
One month variable interest rate (in hundredths)		2.04%		2.04%
Interest Rate Swap Contracts \| Derivatives in Cash Flow Hedging Relationships \| Interest Expense
Effect of interest rate swap contract accounted for derivative instrument on Consolidated Statements of Income [Abstract]
Amount of Gain (Loss) Recognized in Accumulated OCI (Effective Portion)		$ (34,000)	$ 52,000	$ (216,000)	225,000
Amount of Loss Reclassified from Accumulated OCI into Income (Effective Portion)		$ 10,000	$ 13,000	$ 22,000	$ 52,000