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Derivative Instruments and Hedging Activities (Narrative) (Details) (USD $)
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6 Months Ended | |
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Jun. 30, 2011
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Dec. 31, 2010
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| Notional amount | $ 350,000,000 | |
| Fair market value of interest rate swaps, noncurrent liability | 900,000 | |
| Fair market value of interest rate swaps, current liability | 1,400,000 | |
| Fair market value of interest rate swaps, asset | 900,000 | 4,800,000 |
| Net loss included in accumulated other comprehensive loss to be reclassified into interest expense within the next 12 months | 2,400,000 | |
| Gain (loss) from hedge ineffectiveness | (225,000) | |
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Interest Rate Swap [Member] | $250 Million Swap [Member]
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| Notional amount | 250,000,000 | 250,000,000 |
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Interest Rate Swap [Member] | $100 Million Swap [Member]
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| Notional amount | 100,000,000 | |
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Interest Rate Swap [Member] | $200 Million Swap [Member]
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| Notional amount | $ 200,000,000 |
| X | ||||||||||
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- Definition
Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments which are expected to exist longer than one year or beyond the normal operating cycle, if longer, net of the effects of master netting arrangements. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, and which are expected to be extinguished or otherwise disposed of within a year or the normal operating cycle, if longer, net of the effects of master netting arrangements. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, and which are expected to be extinguished or otherwise disposed of after one year or beyond the normal operating cycle, if longer, net of the effects of master netting arrangements. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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