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

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- Definition

Fixed interest rate related to the interest rate derivative.

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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.

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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.

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- Definition

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

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- Definition

Nominal or face amount used to calculate payment on derivative.

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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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- 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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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.

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Derivative Financial Instruments (Details) - USD ($)		3 Months Ended		6 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Jan. 23, 2014	Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Derivatives, Fair Value [Line Items]
Hedge ineffectiveness gain (loss)				$ 0	$ 0
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 value		$ 6,100,000		$ 6,100,000
Fixed interest rate (in hundredths)	2.86%
Unrealized net loss recorded in Accumulated other comprehensive loss				500,000
Fair value of interest rate swap liability		$ (507,000)		$ (507,000)		$ (278,000)
Interest Rate Swap Contracts \| One Month LIBOR
Derivatives, Fair Value [Line Items]
One month variable interest rate (in hundredths)		0.18%		0.18%
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)		$ (6,000)	$ (120,000)	$ (230,000)	(182,000)
Amount of Loss Reclassified from Accumulated OCI into Income (Effective Portion)		$ 37,000	$ 6,000	$ 56,000	$ 12,000