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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

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

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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X

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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Namespace Prefix:	us-gaap_
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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

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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

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