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Derivatives (Details) (USD $) In Millions, unless otherwise specified | 12 Months Ended |
--- | --- | ---
Dec. 31, 2013 | Dec. 31, 2012
Interest Rate Swap [Member] |  |
Derivative [Line Items] |  |
Interest Rate Swap Variable Rate Basis | one-month LIBOR |
Interest Rate Cash Flow Hedge Effectiveness Assessment and Measurement | When applicable, we use the shortcut method to assess hedge effectiveness. If the shortcut method is not applicable, we assess effectiveness using the “change-in-variable-cash-flows” method. Our assessments of hedge effectiveness resulted in no ineffectiveness recorded for the year ended December 31, 2013. |
Interest Rate Swap Liability | $ 0.6 | $ 0.7
Interest Rate Swap Liability, Other Non-Current Liabilities | 0.3 | 0.7
Interest Rate Swap Liability, Other Current Liabilities | $ 0.3 | $ 0
Interest Rate Swap Effective August 25, 2011 [Member] |  |
Derivative [Line Items] |  |
Interest Rate Swap Fixed Interest Rate | 0.825% |
Interest Rate Swap Effective August 26, 2014 [Member] |  |
Derivative [Line Items] |  |
Interest Rate Swap Fixed Interest Rate | 0.75% |

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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments included in current liabilities. + References No definition available. + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging intstruments included in noncurrent liabilities. + References No definition available. + Details
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Balance Type: | credit
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- Definition The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR. + References No definition available. + Details
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- Definition Fixed interest rate related to the interest rate derivative. + References No definition available. + Details
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- Details
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- Definition Discussion of how the entity assesses hedge effectiveness and measures hedge ineffectiveness in interest rate derivatives designated as cash flow hedges. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)(3)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph n -Subparagraph 3 -Article 4 + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 + Details
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