XML 85 R74.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivatives (Details 1)
€ in Thousands, $ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2017
USD ($)
Dec. 31, 2016
USD ($)
Sep. 30, 2017
EUR (€)
Dec. 31, 2015
USD ($)
Derivatives designated as hedging instruments        
Derivatives, Fair Value [Line Items]        
Derivative, Term of Contract 1 year 1 year    
Cash Flow Hedge Losses to be Reclassified within Twelve Months $ 2,004 $ 71    
Foreign currency option contracts | Derivatives designated as hedging instruments        
Derivatives, Fair Value [Line Items]        
Notional Amount 8,870 8,522   $ 11,271
Fair Value Asset Derivatives 67 [1] 184 [1]   387
Fair Value Liability Derivatives 0 [1] 0 [1]   0
Foreign currency option contracts | Derivatives not designated as hedging instruments        
Derivatives, Fair Value [Line Items]        
Notional Amount   0 € 180,000  
Fair Value Asset Derivatives 0 0    
Fair Value Liability Derivatives 0 0    
Foreign currency forward contracts | Derivatives designated as hedging instruments        
Derivatives, Fair Value [Line Items]        
Notional Amount 3,033 2,127   2,486
Fair Value Asset Derivatives 8,346 [1] 0 [1]   113
Fair Value Liability Derivatives 31,921 [1] 13 [1]   0
Foreign currency forward contracts | Derivatives not designated as hedging instruments        
Derivatives, Fair Value [Line Items]        
Notional Amount 67,672 42,866   45,851
Fair Value Asset Derivatives 539 [1] 12 [1]   171
Fair Value Liability Derivatives $ 2,010 [1] $ 162 [1]   $ 7
[1] Contracts that mature within the next 12 months are included in Other Current Assets and Other Current Liabilities for asset derivatives and liability derivatives, respectively, on our Condensed Consolidated Balance Sheets. Contracts with maturities greater than 12 months are included in Other Assets and Other Liabilities for asset derivatives and liability derivatives, respectively, on our Condensed Consolidated Balance Sheets. Amounts included in our Condensed Consolidated Balance Sheets are recorded net where a right of offset exists with the same derivative counterparty.