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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Swap Agreements
In 2010, the Company entered into interest rate swap agreements as summarized in the table below:
 
Notional
Amount
 
Paying
 
Receiving
 
Start Date
 
Expiration Date
Counterparty A
$
25.0

 
1.67
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty A
$
25.0

 
1.65
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty B
$
25.0

 
1.59
%
 
3-Month LIBOR
 
October 2010
 
October 2015
Counterparty B
$
25.0

 
2.14
%
 
3-Month LIBOR
 
October 2010
 
October 2017
Schedule of Foreign Currency Forward Contracts
In 2014, one of the Company's Affiliates entered into foreign currency forward contracts relating to projected expenses denominated in pound sterling (GBP) and projected revenues denominated in euro (EUR):
 
 
Paying
 
Receiving
 
Start Date
 
Expected Settlement
Counterparty C
 
$
21.9

 
£
13.5

 
September 2014
 
Monthly 2015
Counterparty C
 
€
28.0

 
$
34.3

 
December 2014
 
Quarterly 2015
Schedule of Derivative Instrument Gains and (Losses) before Taxes
The following summarizes the amount of derivative instrument gains and losses reported in the Consolidated Statements of Comprehensive Income:
 
For the Years Ended December 31,
Cash Flow Hedges
2012
 
2013
 
2014
Interest rate swaps
$
(1.1
)
 
$
1.5

 
$
1.1

Treasury rate locks
0.0

 
0.0

 
0.0

Foreign currency forward contracts
—

 
—

 
(0.5
)
Total
$
(1.1
)
 
$
1.5

 
$
0.6