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Derivatives and Hedging (Details) - Interest Rate Swap $ in Thousands	3 Months Ended	9 Months Ended
	Apr. 30, 2015 USD ($)	Apr. 30, 2016 USD ($) Derivative	Apr. 30, 2015 USD ($)	Jul. 31, 2015 USD ($)
Derivative [Line Items]
Number of interest rate derivatives held | Derivative		2
Reclassification adjustment out of other comprehensive income into interest expense	$ 400	$ 500	$ 1,300
Description of interest rate cash flow hedge accounting method		Hypothetical derivative method
Description of types of interest rate cash flow hedging instruments used		Interest rate swap
Other liabilities
Derivative [Line Items]
Interest rate swap derivative		$ 0		$ 446

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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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General discussion of the accounting for interest rate derivatives designated as hedging instruments in cash flow hedges. Includes discussion of where derivatives and the gain (loss) on derivatives are reported in the financial statements. Also includes discussion of the assessment of hedge effectiveness and measurement of hedge ineffectiveness.

+ References

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Description of the types of interest rate derivative instruments designated as hedging instruments in cash flow hedges. For example, swaps, caps, floors, and collars.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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