Amount of unrealized gain (loss) related to derivatives designated as cash flow hedging instruments, recorded in results of operations to the extent that the cash flow hedge is determined to be ineffective.

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

-Publisher FASB

-Name Statement of Financial Accounting Standard (FAS)

-Number 133

-Paragraph 45

-Subparagraph b(1)

-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: 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=6935481&loc=SL5624171-113959

Name:	us-gaap_UnrealizedGainLossOnCashFlowHedgingInstruments
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

Derivative Financial Instruments (Details) (USD $) In Millions, unless otherwise specified		12 Months Ended				1 Months Ended
	Mar. 31, 2012 Interest rate swaps	Dec. 31, 2010 Interest rate swaps Counterparty A paying 1.67% interest	Dec. 31, 2010 Interest rate swaps Counterparty A paying 1.65% interest	Dec. 31, 2010 Interest rate swaps Counterparty B paying 1.59% interest	Dec. 31, 2010 Interest rate swaps Counterparty B paying 2.14% interest	Oct. 31, 2011 Treasury rate locks	Feb. 28, 2011 Treasury rate locks	Dec. 31, 2011 Treasury rate locks	Dec. 31, 2010 Treasury rate locks
Derivative financial instruments
Notional amount of interest rate derivative agreements		$ 25.0	$ 25.0	$ 25.0	$ 25.0			$ 175.0	$ 175.0
Fair value of collateral posted	3.9
Net pre-tax unrealized gain (loss) on the derivative instruments						$ 0.7	$ 0.7
Derivative reference rate		3-Month LIBOR	3-Month LIBOR	3-Month LIBOR	3-Month LIBOR