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Derivative Financial Instruments (Details) £ in Thousands, $ in Thousands | 9 Months Ended |  |  |
--- | --- | --- | --- | ---
Sep. 30, 2015 USD ($) | Sep. 30, 2015 GBP (£) item | Sep. 30, 2015 USD ($) item | Jan. 12, 2015 GBP (£) | Jan. 12, 2015 USD ($) | Jul. 27, 2012 GBP (£) | Jul. 27, 2012 USD ($)
Derivative |  |  |  |  |  |  |
Semi-annual buy (sell) amount |  |  |  | £ 1,000 | $ 1,500 |  |
Exchange rate GBP/USD |  |  |  | 1.5149 | 1.5149 |  |
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings | $ 0 |  |  |  |  |  |
Reclassification out of Accumulated Other Comprehensive Income |  |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
Reclassification of unrealized gains into other income (expense), discontinuation | 400 |  |  |  |  |  |
Cash flow hedge |  |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
Reclassification of unrealized gains into other income (expense), ineffectiveness | 400 |  |  |  |  |  |
Net Investment Hedging |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 260,000 |  |  |  |  |
Interest rate swap, entered in July 2005, maturity in July 2020 |  |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | 1,108 |  |  |  |  |  |
-50 Basis Points | (958) |  |  |  |  |  |
+100 Basis Points | 2,142 |  |  |  |  |  |
-100 Basis Points | (1,992) |  |  |  |  |  |
Interest rate swap, entered in July 2005, maturity in July 2020 | BMA Swap Index |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount |  |  | $ 45,600 |  |  |  |
Fair value of hedge, liabilities |  |  | $ (6,087) |  |  |  |
Interest rate swap, entered in July 2005, maturity in July 2020 | Cash flow hedge |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Number of interest-rate swap contracts | item |  | 3 | 3 |  |  |  |
Interest rate swap, entered in July 2005, maturity in July 2020 | Cash flow hedge | BMA Swap Index |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Fixed Rate/Buy Amount (as a percent) |  | 3.82% | 3.82% |  |  |  |
Interest rate swap, entered in November 2008, maturity in October 2016 |  |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | 132 |  |  |  |  |  |
-50 Basis Points | (131) |  |  |  |  |  |
+100 Basis Points | 263 |  |  |  |  |  |
-100 Basis Points | (262) |  |  |  |  |  |
Interest rate swap, entered in November 2008, maturity in October 2016 | LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount |  |  | $ 25,200 |  |  |  |
Fair value of hedge, liabilities |  |  | $ (1,063) |  |  |  |
Interest rate swap, entered in November 2008, maturity in October 2016 | Cash flow hedge | LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Fixed Rate/Buy Amount (as a percent) |  | 5.95% | 5.95% |  |  |  |
Floating/Exchange Rate Index, percentage |  | 1.50% | 1.50% |  |  |  |
Interest rate swap, entered in July 2012, maturity in June 2016 |  |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | 802 |  |  |  |  |  |
-50 Basis Points | (664) |  |  |  |  |  |
+100 Basis Points | 1,546 |  |  |  |  |  |
-100 Basis Points | (1,386) |  |  |  |  |  |
Interest rate swap, entered in July 2012, maturity in June 2016 | GBP LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 137,000 |  |  |  |  |
Fair value of interest rate hedge, assets |  |  | $ (77) |  |  |  |
Interest rate swap, entered in July 2012, maturity in June 2016 | Cash flow hedge | GBP LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Fixed Rate/Buy Amount (as a percent) |  | 1.81% | 1.81% |  |  |  |
Floating/Exchange Rate Index, percentage |  | 1.20% | 1.20% |  |  |  |
Interest rate swap, entered in January 2015, maturity in October 2017 |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  |  |  | £ 220,000 |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | 3,234 |  |  |  |  |  |
-50 Basis Points | (3,650) |  |  |  |  |  |
+100 Basis Points | 6,676 |  |  |  |  |  |
-100 Basis Points | (7,092) |  |  |  |  |  |
Interest rate swap, entered in January 2015, maturity in October 2017 | GBP LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 220,000 |  |  |  |  |
Fair value of interest rate hedge, assets |  |  | $ (428) |  |  |  |
Interest rate swap, entered in January 2015, maturity in October 2017 | Cash flow hedge | GBP LIBOR |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Fixed Rate/Buy Amount (as a percent) |  | 1.79% | 1.79% |  |  |  |
Floating/Exchange Rate Index, percentage |  | 0.975% | 0.975% |  |  |  |
Currency swap, entered in July 2012, maturity in June 2016 |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 14,500 |  |  |  |  |
Fair value of foreign currency derivative instruments not designated as hedging instruments, assets |  |  | $ 835 |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | (123) |  |  |  |  |  |
-50 Basis Points | 96 |  |  |  |  |  |
+100 Basis Points | (233) |  |  |  |  |  |
-100 Basis Points | 205 |  |  |  |  |  |
Currency swap, entered in July 2012, maturity in June 2016 | Cash flow hedge |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Buy (sell) amount | £ |  | £ 7,200 |  |  |  |  |
Semi-annual buy (sell) amount |  |  | $ 22,700 |  |  | £ 7,000 | $ 11,000
Exchange rate GBP/USD |  | 1.5695 | 1.5695 |  |  | 1.5695 | 1.5695
Currency swap, entered July 2014, maturity in December 2015 |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 1,100 |  |  |  |  |
Fair value of foreign currency hedge, assets |  |  | $ 212 |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | (9) |  |  |  |  |  |
-50 Basis Points | 8 |  |  |  |  |  |
+100 Basis Points | (17) |  |  |  |  |  |
-100 Basis Points | 16 |  |  |  |  |  |
Currency swap, entered July 2014, maturity in December 2015 | Cash flow hedge |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Buy (sell) amount | £ |  | £ 400 |  |  |  |  |
Semi-annual buy (sell) amount |  |  | $ 1,900 |  |  |  |
Exchange rate GBP/USD |  | 1.7060 | 1.7060 |  |  |  |
Currency swap, entered in January 2015, maturity in October 2017 |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Notional amount | £ |  | £ 26,300 |  |  |  |  |
Fair value of hedge, liabilities |  |  | $ (72) |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |
+50 Basis Points | (226) |  |  |  |  |  |
-50 Basis Points | 172 |  |  |  |  |  |
+100 Basis Points | (424) |  |  |  |  |  |
-100 Basis Points | $ 371 |  |  |  |  |  |
Currency swap, entered in January 2015, maturity in October 2017 | Cash flow hedge |  |  |  |  |  |  |
Derivative |  |  |  |  |  |  |
Buy (sell) amount | £ |  | £ 1,000 |  |  |  |  |
Semi-annual buy (sell) amount |  |  | $ 39,800 |  |  |  |
Exchange rate GBP/USD |  | 1.5149 | 1.5149 |  |  |  |

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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 The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + 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 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5579245-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Notional Amount -URI http://asc.fasb.org/extlink&oid=6519104 Reference 3: 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=56946850&loc=SL5580258-113959 + 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 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=56946850&loc=SL5624171-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -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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