Financial Instruments: Derivatives and Hedging (Tables)

12 Months Ended

Dec. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of notional and fair value of derivative financial instruments and foreign currency hedges

The following table summarizes the notional and fair value of our derivative financial instrument at December 31, 2015 based on Level 2 inputs. The notional value is an indication of the extent of our involvement in that instrument at that time, but does not represent exposure to credit, interest rate or market risks.

	Notional Value	Strike Rate	Effective Date	Expiration Date	Balance Sheet Location	Fair Value
Interest Rate Swap	$30,000	2.295%	July 2010	June 2016	Other Liabilities	$	(241	)

Schedule of effect of derivative financial instruments on consolidated statements of income

The following table presents the effect of our derivative financial instrument that is designated and qualifies as a hedging instrument on the consolidated statements of operations for the years ended December 31, 2015, 2014 and 2013 respectively (in thousands):

	Amount of Loss Recognized in Other Comprehensive Loss (Effective Portion)								Location of Loss Reclassified from Accumulated Other Comprehensive Loss into Income	Amount of Gain  Reclassified from Accumulated Other Comprehensive Loss  into Income (Effective Portion)						Location of Gain Recognized in Income on Derivative	Amount of Gain  Recognized into Income (Ineffective Portion)
	Year Ended December 31,									Year Ended December 31,							Year Ended December 31,
Derivative	2015			2014			2013			2015		2014		2013			2015		2014		2013
				(as adjusted)			(as adjusted)					(as adjusted)		(as adjusted)					(as adjusted)		(as adjusted)
Interest Rate Swap	$	(109	)	$	(135	)	$	—	Interest expense	$	999	$	970	$	914	Interest expense	$	3	$	4	$	3