Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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-Topic 815
-SubTopic 10
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Amount of hedged item in hedging relationship. Excludes hedged asset or liability.

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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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.

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Date the derivative contract matures, in CCYY-MM-DD format.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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-SubTopic 10
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General discussion of the entity's interest rate cash flow hedge activities.

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Fair value of asset after deduction of liability.

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Interest and debt related expenses associated with nonoperating financing activities of the entity.

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Derivative Instruments and Hedging Activity (Details) - USD ($) $ in Millions	1 Months Ended					12 Months Ended
	Dec. 31, 2018	Sep. 30, 2016	Jul. 31, 2014	Sep. 30, 2013	Apr. 30, 2012	Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Assets Needed for Immediate Settlement, Aggregate Fair Value	$ 0.6					$ 0.6
Derivative, Net Liability Position, Aggregate Fair Value	0.6					0.6
Interest and Debt Expense						0.8
Interest Rate Swap Agreement One [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	18.5				$ 22.3	18.5
Derivative, Inception Date					Jul. 01, 2013
Derivative, Maturity Date					May 01, 2019
Description of Interest Rate Cash Flow Hedge Activities					the Company receives from the counterparty interest on the notional amount based on 1 month LIBOR and pays to the counterparty a fixed rate of 1.92%.
Fixed interest rate					1.92%
Derivative, Amount of Hedged Item					$ 22.3
Fair Value, Net Asset (Liability)	0.0					0.0
Interest Rate Swap Agreement Three [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount				$ 35.0
Derivative, Inception Date				Oct. 03, 2013
Derivative, Maturity Date				Sep. 29, 2020
Description of Interest Rate Cash Flow Hedge Activities				the Company receives from the counterparty interest on the notional amount based on 1 month LIBOR and pays to the counterparty a fixed rate of 2.20%.
Fixed interest rate				2.20%
Derivative, Amount of Hedged Item				$ 35.0
Fair Value, Net Asset (Liability)	0.2					0.2
Interest Rate Swap Agreement Four [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount			$ 65.0
Derivative, Inception Date			Jul. 21, 2014
Derivative, Maturity Date			Jul. 21, 2021
Description of Interest Rate Cash Flow Hedge Activities			the Company receives from the counterparty interest on the notional amount based on 1 month LIBOR and pays to the counterparty a fixed rate of 2.09%.
Fixed interest rate			2.09%
Derivative, Amount of Hedged Item			$ 65.0
Fair Value, Net Asset (Liability)	0.6					0.6
Interest Rate Swap Agreement Five [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount		$ 40.0
Derivative, Inception Date		Aug. 01, 2016
Derivative, Maturity Date		Jul. 01, 2023
Description of Interest Rate Cash Flow Hedge Activities		the Company receives from the counterparty interest on the notional amount based on 1 month LIBOR and pays to the counterparty a fixed rate of 1.40%.
Fixed interest rate		1.40%
Derivative, Amount of Hedged Item		$ 40.0
Fair Value, Net Asset (Liability)	1.8					1.8
Interest Rate Swap Agreement Six [Member]
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, Notional Amount	$ 100.0					$ 100.0
Derivative, Inception Date	Dec. 27, 2018
Derivative, Maturity Date	Jan. 15, 2026
Description of Interest Rate Cash Flow Hedge Activities	the Company receives from the counterparty interest on the notional amount based on 1 month LIBOR and pays to the counterparty a fixed rate of 2.66%.
Fixed interest rate	2.66%					2.66%
Derivative, Amount of Hedged Item	$ 100.0					$ 100.0
Fair Value, Net Asset (Liability)	$ (1.1)					$ (1.1)