The buy (sell) amount related to a fixed price risk swap derivative.

No definition available.

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- Definition

The semi-annual buy (sell) amount related to a fixed price risk swap derivative.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of decrease in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of decrease in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 100 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

This element represents the effect of increase in the interest rate by 50 basis points on the fair value of outstanding hedging instruments.

+ References

No definition available.

+ Details

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- Definition

Nominal or face amount used to calculate payments on the derivative asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1B

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5579245-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Glossary Notional Amount

-URI http://asc.fasb.org/extlink&oid=6519104

+ Details

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- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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- Details

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- Definition

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

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (d)(1)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624171-113959

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 25

-Section 50

-Paragraph 1

-Subparagraph (a)(1)

-URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986

+ Details

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- Definition

Fair value as of the balance sheet date of all foreign currency derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959

+ Details

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- Definition

Foreign exchange rate used to translate amounts denominated in functional currency to reporting currency.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 830

-SubTopic 30

-Section S99

-Paragraph 1

-URI http://asc.fasb.org/extlink&oid=6897108&loc=SL6897125-166521

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

+ Details

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- Details

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- Definition

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

+ References

+ Details

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- Definition

The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 55

-Paragraph 4K

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 45

-Paragraph 19

-URI http://asc.fasb.org/extlink&oid=7656940&loc=SL4569616-111683

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 50

-Paragraph 1A

-Subparagraph (a),(c)

-URI http://asc.fasb.org/extlink&oid=18733093&loc=SL4573702-111684

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 810

-SubTopic 10

-Section 55

-Paragraph 4J

-URI http://asc.fasb.org/extlink&oid=35736750&loc=SL4591551-111686

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Derivative Financial Instruments (Details)	3 Months Ended				3 Months Ended						3 Months Ended			3 Months Ended				3 Months Ended					3 Months Ended				3 Months Ended				3 Months Ended
Derivative Financial Instruments (Details)	Mar. 31, 2015 USD ($)	Mar. 31, 2014 USD ($)	Jan. 12, 2015 USD ($)	Jan. 12, 2015 GBP (£)	Mar. 31, 2015 Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges Reclassification out of Accumulated Other Comprehensive Income USD ($)	Mar. 31, 2015 Cash flow hedge USD ($)	Mar. 31, 2015 Interest rate swap, entered in July 2005, maturity in July 2020 USD ($)	Mar. 31, 2015 Interest rate swap, entered in July 2005, maturity in July 2020 BMA Swap Index USD ($)	Mar. 31, 2015 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge item	Mar. 31, 2015 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge BMA Swap Index	Mar. 31, 2015 Interest rate swap, entered in November 2008, maturity in October 2016 USD ($)	Mar. 31, 2015 Interest rate swap, entered in November 2008, maturity in October 2016 LIBOR USD ($)	Mar. 31, 2015 Interest rate swap, entered in November 2008, maturity in October 2016 Cash flow hedge LIBOR	Mar. 31, 2015 Interest rate swap, entered in July 2012, maturity in June 2016 USD ($)	Mar. 31, 2015 Interest rate swap, entered in July 2012, maturity in June 2016 GBP LIBOR USD ($)	Mar. 31, 2015 Interest rate swap, entered in July 2012, maturity in June 2016 GBP LIBOR GBP (£)	Mar. 31, 2015 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP LIBOR	Mar. 31, 2015 Interest rate swap, entered in January 2015, maturity in October 2017 USD ($)	Jan. 12, 2015 Interest rate swap, entered in January 2015, maturity in October 2017 GBP (£)	Mar. 31, 2015 Interest rate swap, entered in January 2015, maturity in October 2017 GBP LIBOR USD ($)	Mar. 31, 2015 Interest rate swap, entered in January 2015, maturity in October 2017 GBP LIBOR GBP (£)	Mar. 31, 2015 Interest rate swap, entered in January 2015, maturity in October 2017 Cash flow hedge GBP LIBOR	Mar. 31, 2015 Currency swap, entered in July 2012, maturity in June 2016 USD ($)	Mar. 31, 2015 Currency swap, entered in July 2012, maturity in June 2016 GBP (£)	Mar. 31, 2015 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($)	Mar. 31, 2015 Currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£)	Mar. 31, 2015 Currency swap, entered July 2014, maturity in December 2015 USD ($)	Mar. 31, 2015 Currency swap, entered July 2014, maturity in December 2015 GBP (£)	Mar. 31, 2015 Currency swap, entered July 2014, maturity in December 2015 Cash flow hedge USD ($)	Mar. 31, 2015 Currency swap, entered July 2014, maturity in December 2015 Cash flow hedge GBP (£)	Mar. 31, 2015 Currency swap, entered in January 2015, maturity in October 2017 USD ($)	Mar. 31, 2015 Currency swap, entered in January 2015, maturity in October 2017 GBP (£)	Mar. 31, 2015 Currency swap, entered in January 2015, maturity in October 2017 Cash flow hedge USD ($)	Mar. 31, 2015 Currency swap, entered in January 2015, maturity in October 2017 Cash flow hedge GBP (£)
Derivative
Fixed Rate/Buy Amount (as a percent)										3.82%			5.95%				1.81%					1.79%
Floating/Exchange Rate Index, percentage													1.50%				1.20%			0.975%	0.975%
Buy (sell) amount																										£ 7,200,000				£ 400,000				£ 1,000,000
Notional amount								45,600,000				25,600,000				137,000,000			220,000,000		220,000,000			21,700,000				3,300,000				32,500,000
Semi-annual buy (sell) amount			1,500,000	1,000,000																					34,100,000				5,600,000				49,300,000
Fair value of interest rate hedge, assets								(6,129,000)				(1,540,000)			(84,000)					(67,000)
Fair value of foreign currency hedge, assets																							1,887,000				732,000				983,000
Number of interest-rate swap contracts									3
Exchange rate USD/GBP			1.5149	1.5149																					1.5695	1.5695			1.7060	1.7060			1.5149	1.5149
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings	(237,503,000)us-gaap_ProfitLoss	263,623,000us-gaap_ProfitLoss			0
Effects of Change in Interest Rates
+50 Basis Points							1,082,000				200,000			1,242,000				4,165,000					1,745,000				711,000				831,000
-50 Basis Points							(1,184,000)				(190,000)			(1,205,000)				(4,180,000)					2,067,000				760,000				1,313,000
+100 Basis Points							2,215,000				396,000			2,466,000				8,338,000					1,584,000				687,000				590,000
-100 Basis Points							(2,317,000)				(386,000)			(2,429,000)				(8,353,000)					2,228,000				784,000				1,554,000
Reclassification of unrealized gains into other income (expense), ineffectiveness						$ 100,000