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Interest Rate Derivatives (Details) (USD $) | 12 Months Ended
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Dec. 31, 2014 | Dec. 31, 2013 | Dec. 31, 2012
Fair value of interest rate derivatives and balance sheet classification |  |  |
Interest rate derivatives | $ 274,000 us-gaap_InterestRateCashFlowHedgeAssetAtFairValue | $ 6,594,000 us-gaap_InterestRateCashFlowHedgeAssetAtFairValue |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Unrealized (losses) gains on interest rate derivatives | (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax | 6,791,000 us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax | (7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
Interest expense |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 2,990,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember | 2,740,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember | 3,697,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember
Loss on early extinguishment of debt |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 38,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember
Corporate Office Properties, L.P. |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Unrealized (losses) gains on interest rate derivatives | (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | 6,791,000 us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | (7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / dei_LegalEntityAxis = us-gaap_SubsidiariesMember
Corporate Office Properties, L.P. | Interest expense |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 2,990,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | 2,740,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | 3,697,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember
Corporate Office Properties, L.P. | Loss on early extinguishment of debt |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 38,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember / dei_LegalEntityAxis = us-gaap_SubsidiariesMember
Interest rate swaps |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Unrealized (losses) gains on interest rate derivatives | (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | 6,791,000 us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | (7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember
Approximate amount of losses to be reclassified from AOCL to interest expense over the next 12 months | 2,900,000 us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Interest rate derivatives in liability position, fair value | 1,900,000 us-gaap_DerivativeNetLiabilityPositionAggregateFairValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Termination value to settle obligations under interest rate derivative agreements | 2,100,000 us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |  |
Interest rate swaps | Interest expense |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 2,990,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember | 2,740,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember | 3,697,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = us-gaap_InterestExpenseMember
Interest rate swaps | Loss on early extinguishment of debt |  |  |
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income |  |  |
Losses on interest rate derivatives | 38,000 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember | 0 us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember / us-gaap_IncomeStatementLocationAxis = ofc_EarlyExtinguishmentofDebtMember
Interest rate swaps | Prepaid expenses and other assets |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |
Interest rate derivatives | 274,000 us-gaap_InterestRateCashFlowHedgeAssetAtFairValue / us-gaap_BalanceSheetLocationAxis = us-gaap_PrepaidExpensesAndOtherCurrentAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | 6,594,000 us-gaap_InterestRateCashFlowHedgeAssetAtFairValue / us-gaap_BalanceSheetLocationAxis = us-gaap_PrepaidExpensesAndOtherCurrentAssetsMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest rate swaps | Interest rate derivative [Member] |  |  |
Fair value of interest rate derivatives and balance sheet classification |  |  |
Fair value of Interest rate swaps classified as interest rate derivatives | (1,855,000)us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_BalanceSheetLocationAxis = ofc_InterestRateDerivativeMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember | (3,309,000)us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue / us-gaap_BalanceSheetLocationAxis = ofc_InterestRateDerivativeMember / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Designated |  |  |
Fair values of interest rate swap derivatives |  |  |
Fair value of interest rate swaps | (1,581,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | 3,285,000 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date January 3, 2012, swap three |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.832%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | (407,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (861,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date January 3, 2012, swap four |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.832%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | (407,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (861,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date November 2, 2010 |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 36,877,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 3.83%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | (400,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (832,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Notional amount of interest rate derivatives after scheduled amortization | 36,200,000 ofc_InterestRateCashFlowHedgeDerivativeNotionalAmountafterScheduledAmortization / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Designated | Interest rate swap, effective date November 2, 2010 | London Interbank Offered Rate (LIBOR) |  |  |
Fair values of interest rate swap derivatives |  |  |
Derivative, Basis Spread on Variable Rate | 2.25%us-gaap_DerivativeBasisSpreadOnVariableRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateNovember22010Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |  |
Designated | Interest rate swap, effective date September 2, 2014, swap one |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.8055%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | (317,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (94,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date September 2, 2014, swap two |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.81%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | (324,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (105,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date September 1, 2015, swap one |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 1.673%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | 239,000 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | 3,377,000 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date September 1, 2015, swap two |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 1.73%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | 35,000 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | 3,217,000 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date January 3, 2012, swap one |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.6123%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | 0 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | (279,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012Member / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |
Designated | Interest rate swap, effective date January 3, 2012, swap two |  |  |
Fair values of interest rate swap derivatives |  |  |
Notional Amount | 100,000,000 invest_DerivativeNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fixed Rate (as a percent) | 0.61%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |  |
Fair value of interest rate swaps | $ 0 us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember | $ (277,000)us-gaap_InterestRateDerivativesAtFairValueNet / us-gaap_DerivativeInstrumentRiskAxis = ofc_InterestRateSwapEffectiveDateJanuary32012OneMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember |

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + 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 B + Details
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- Definition Represents the notional amount of interest rate derivatives after scheduled amortization. + References No definition available. + Details
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- Definition The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (f) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624258-113959 + Details
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- Definition The percentage points added to the reference rate to compute the variable rate on the interest rate derivative. + References No definition available. + Details
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- Definition The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624258-113959 + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative assets 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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- Definition 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. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=35736893&loc=d3e80748-113994 + 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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- Definition Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=35750535&loc=d3e13433-108611 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 15 -URI http://asc.fasb.org/extlink&oid=35750535&loc=d3e13495-108611 + Details
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