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Derivative Instruments (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended		12 Months Ended		12 Months Ended
	Dec. 31, 2011	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2011 Interest Rate Swap [Member]	Dec. 31, 2010 Interest Rate Swap [Member]	Dec. 31, 2011 Cash Flow Hedging [Member]	Dec. 31, 2010 Cash Flow Hedging [Member]
Derivative Instruments (Textual) [Abstract]
Fair value of the interest rate swap, with adjustment for credit risk				$ 629	$ 686
Effective portion of the loss on the derivatives included as a component of other comprehensive income, net of taxes	92	92				10	551
Notional amount of interest rate swap	10,627	10,627		10,627
Percentage of fixed interest on the amortizing notional amount of interest rate swap				3.245%
Interest rate swap reflected in a restricted cash account	555	555		555	760
Derivative Instruments (Additional Textual) [Abstract]
Period of LIBOR interest rate		30 days
Upfront payment related to interest rate corridor		164
Fair value of the corridor derivative asset at inception	164	164
Fair value of interest rate corridor with adjustment for credit risk	$ 1	$ 1	$ 27
Maximum percentage of variable interest rates based on LIBOR		4.00%
Percentage of amount paid by University		4.00%
Maximum percentage of LIBOR	4.00%	4.00%
Minimum percentage of LIBOR	6.00%	6.00%
Percentage deducted from LIBOR for actual payment		2.00%

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Reduced pledge collateral.

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Fair value as of the balance sheet date of credit risk derivative assets, which includes all such derivative instruments in hedging and non-hedging relationships that are recognized as assets on the balance sheet.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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