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Derivative Financial Instruments (Details) (USD $)
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivatives, Fair Value [Line Items]      
Hedge ineffectiveness gain (loss) $ 0us-gaap_DerivativeNetHedgeIneffectivenessGainLoss $ 0us-gaap_DerivativeNetHedgeIneffectivenessGainLoss $ 0us-gaap_DerivativeNetHedgeIneffectivenessGainLoss
Fair value of derivative instrument [Abstract]      
Fair value of interest rate swap (503,000)us-gaap_DerivativeLiabilities 0us-gaap_DerivativeLiabilities  
Interest Rate Swap Contracts [Member]      
Derivatives, Fair Value [Line Items]      
Percentage of Term Loan balance covered under interest rate swap contract (in hundredths) 75.00%us-gaap_DebtInstrumentRedemptionPricePercentageOfPrincipalAmountRedeemed
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Swap contract maturity date Sep. 29, 2023    
Notional value of current swap contract 7,800,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Fixed interest rate (in hundredths) 2.86%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
One month variable interest rate (in hundredths) 0.16%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Unrealized net losses of swap hedge 0us-gaap_UnrealizedGainLossOnDerivatives
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Interest Rate Swap Contracts [Member] | Interest expense [Member] | Derivatives in Cash Flow Hedging Relationships [Member]      
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) (503,000)us-gaap_DerivativeInstrumentsGainRecognizedInOtherComprehensiveIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
219,000us-gaap_DerivativeInstrumentsGainRecognizedInOtherComprehensiveIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
353,000us-gaap_DerivativeInstrumentsGainRecognizedInOtherComprehensiveIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
Amount of Loss Reclassified from Accumulated OCI into Income (Effective Portion) $ 205,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
$ 188,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
$ 387,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember