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Derivatives - Derivative (Details) (Interest Rate Swap [Member], USD $) In Millions, unless otherwise specified | 9 Months Ended |
--- | --- | ---
Sep. 30, 2014 | Dec. 31, 2013
Interest Rate Swap [Member] |  |
Derivative [Line Items] |  |
Derivative, Variable Interest Rate | one-month LIBOR |
Interest Rate Swap Fixed Interest Rate | 0.75% |
Interest Rate Cash Flow Hedge Effectiveness Assessment and Measurement | Cash flows from the Swap are expected to be highly effective. If it is determined that the Swap ceases to be effective, we will prospectively discontinue hedge accounting. 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 assessment of hedge effectiveness resulted in no ineffectiveness recorded for the quarter and nine months ended September 30, 2014. |
Interest Rate Swap Liability | $ 0.4 | $ 0.6
Interest Rate Swap Liability, Other Non-Current Liabilities |  | 0.3
Interest Rate Swap Liability, Other Current Liabilities |  | $ 0.3

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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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- Definition When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column A -Footnote 1 + 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=35706170&loc=SL5624163-113959 + Details
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