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Derivative Financial Instruments (Details) £ in Thousands, $ in Thousands | 3 Months Ended | 9 Months Ended |
--- | --- | --- | ---
Sep. 30, 2016 USD ($) | Sep. 30, 2016 USD ($) | Sep. 30, 2016 GBP (£) item | Sep. 30, 2016 USD ($) item
Derivative |  |  |  |
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings |  | $ 0 |  |
Cash flow hedge | Reclassification out of Accumulated Other Comprehensive Income | Other income, net |  |  |  |
Effects of Change in Interest Rates |  |  |  |
Reclassification of unrealized gains into other income (loss), ineffectiveness | $ 100 | 400 |  |
Net Investment Hedging | Facility and 2012 Term Loan |  |  |  |
Derivative |  |  |  |
Borrowings designated as hedge of net investment | £ |  |  | £ 268,000 |
Interest rate swap, entered in July 2005, maturity in July 2020 |  |  |  |
Effects of Change in Interest Rates |  |  |  |
+50 Basis Points |  | 884 |  |
-50 Basis Points |  | (722) |  |
+100 Basis Points |  | 1,686 |  |
-100 Basis Points |  | (1,524) |  |
Interest rate swap, entered in July 2005, maturity in July 2020 | BMA Swap Index |  |  |  |
Derivative |  |  |  |
Notional amount |  |  |  | $ 44,700
Fair value of hedge, liabilities |  |  |  | $ (4,643)
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 |  | 2 |  |
-50 Basis Points |  | (7) |  |
+100 Basis Points |  | 7 |  |
-100 Basis Points |  | (12) |  |
Interest rate swap, entered in November 2008, maturity in October 2016 | LIBOR |  |  |  |
Derivative |  |  |  |
Notional amount |  |  |  | $ 24,600
Fair value of hedge, liabilities |  |  |  | $ (35)
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 January 2015, maturity in October 2017 |  |  |  |
Effects of Change in Interest Rates |  |  |  |
+50 Basis Points |  | 1,566 |  |
-50 Basis Points |  | (1,524) |  |
+100 Basis Points |  | 3,110 |  |
-100 Basis Points |  | (3,069) |  |
Interest rate swap, entered in January 2015, maturity in October 2017 | GBP LIBOR |  |  |  |
Derivative |  |  |  |
Notional amount | £ |  |  | £ 220,000 |
Fair value of hedge, liabilities |  |  |  | $ (1,880)
Interest rate swap, entered in January 2015, maturity in October 2017 | Cash flow hedge |  |  |  |
Derivative |  |  |  |
Exchange rate GBP/USD |  |  | 1.5149 | 1.5149
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 January 2015, maturity in October 2017 |  |  |  |
Derivative |  |  |  |
Notional amount | £ |  |  | £ 13,700 |
Fair value of foreign currency hedge, assets |  |  |  | $ 2,901
Effects of Change in Interest Rates |  |  |  |
+50 Basis Points |  | (28) |  |
-50 Basis Points |  | 149 |  |
+100 Basis Points |  | (117) |  |
-100 Basis Points |  | $ 238 |  |
Currency swap, entered in January 2015, maturity in October 2017 | Cash flow hedge |  |  |  |
Derivative |  |  |  |
Buy (sell) amount | £ |  |  | £ 1,000 |
Monthly buy (sell) amount |  |  |  | $ 20,700

X
- Definition The buy (sell) amount related to a fixed price risk swap derivative. + References No definition available. + Details
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- Definition The monthly 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 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 Fixed interest rate related to the interest rate derivative. + References No definition available. + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + 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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- Definition Fair value of all derivative liabilities designated as fair value 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=56946850&loc=SL5624163-113959 + 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=56946850&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 + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities 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=56946850&loc=SL5624163-113959 + Details
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- Definition Number of interest rate derivative instruments held by the entity at the reporting date. + 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=56946850&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=56946850&loc=SL5579245-113959 + Details
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