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Derivative Financial Instruments (Details) (USD $)
3 Months Ended
Mar. 31, 2015
Mar. 31, 2014
Dec. 31, 2014
Derivatives, Fair Value [Line Items]      
Hedge ineffectiveness gain (loss) $ 0us-gaap_DerivativeNetHedgeIneffectivenessGainLoss $ 0us-gaap_DerivativeNetHedgeIneffectivenessGainLoss  
Fair value of derivative instrument [Abstract]      
Fair value of interest rate swap (632,000)us-gaap_DerivativeLiabilities   (503,000)us-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
   
Termination of contract date Sep. 29, 2023    
Notional amount 7,700,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Fixed interest rate (in hundredths) 2.86%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Unrealized net losses recorded in Accumulated other comprehensive loss 632,000us-gaap_UnrealizedGainLossOnInterestRateCashFlowHedgesPretaxAccumulatedOtherComprehensiveIncomeLoss
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Interest Rate Swap Contracts [Member] | Derivatives in Cash Flow Hedging Relationships [Member] | Interest Expense [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) (128,000)us-gaap_DerivativeInstrumentsGainRecognizedInOtherComprehensiveIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
(239,000)us-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) $ 52,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
$ 41,000us-gaap_DerivativeInstrumentsLossReclassifiedFromAccumulatedOCIIntoIncomeEffectivePortion
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis
= us-gaap_CashFlowHedgingMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
 
Interest Rate Swap Contracts [Member] | One Month LIBOR [Member]      
Derivatives, Fair Value [Line Items]      
One month variable interest rate (in hundredths) 0.18%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_VariableRateAxis
= us-gaap_LondonInterbankOfferedRateLIBORMember