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Derivatives - Derivative (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
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 quarter ended March 31, 2014.
Interest Rate Swap Liability	$ 0.5	$ 0.6
Interest Rate Swap Liability, Other Non-Current Liabilities	0.3	0.3
Interest Rate Swap Liability, Other Current Liabilities	$ 0.2	$ 0.3
Interest Rate Swap Member Effective August 25, 2011 [Member]
Derivative [Line Items]
Interest Rate Swap Fixed Interest Rate	0.825%
Interest Rate Swap Member Effective August 26, 2014 [Member]
Derivative [Line Items]
Interest Rate Swap Fixed Interest Rate	0.75%

X

- 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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X

- 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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X

- 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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X

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
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X

- Details

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X

- 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

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X

- 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

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