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

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Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge.

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Fixed interest rate related to the interest rate derivative.

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Information that would enable users to understand the volume of the entity's derivative activity.

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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.

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Carrying amount of long-term debt, net of unamortized discount or premium, including current and noncurrent amounts. Includes, but not limited to, notes payable, bonds payable, debentures, mortgage loans and commercial paper. Excludes capital lease obligations.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Derivative Financial Instruments Derivative Financial Instruments Narrative (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Net unrealized loss on hedging instruments	(136,514,000)	$ (21,722,000)
Long-term Debt	323,969,000us-gaap_LongTermDebt
Forward Contracts [Member]
Number of foreign exchange forward contracts entered into YTD	517
Number of Counterparties [Member]
Number of foreign exchange forward contracts entered into YTD	Our derivative assets and liabilities consist of foreign exchange forward and interest rate swap contracts with eight counterparties at December 31, 2014 and seven counterparties at December 31, 2013.
Interest Rate Swap [Member] \| 2011 Credit Facility USD Term Loan Interest Rate Swaps [Member]
Derivative, Number of Instruments Held	6
Pay fixed interest rate in interst rate swap	1.00%
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	1,300,000
Derivative, Notional Amount	200,000,000
Secured Debt [Member]
Long-term Debt	323,969,000	378,750,000
Accumulated Other Comprehensive Income, Net Unrealized Gain (Loss) on Nonderivative Instruments [Member]
Net unrealized loss on hedging instruments	(14,380,000)	(14,380,000)	(14,380,000)	(14,380,000)
Accumulated Other Comprehensive Income, Net Unrealized Gain (Loss) on Nonderivative Instruments [Member] \| Net Investment Hedging [Member]
Net unrealized loss on hedging instruments	(14,400,000)	(14,400,000)
London Interbank Offered Rate (LIBOR) [Member] \| Secured Debt [Member]
Long-term Debt	292,500,000
Not Designated as Hedging Instrument [Member] \| Foreign Exchange Contract [Member] \| Minimum [Member]
Derivative, Notional Amount	86,000
Not Designated as Hedging Instrument [Member] \| Foreign Exchange Contract [Member] \| Maximum [Member]
Derivative, Notional Amount	20,700,000