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Fair Value Measurements - Reconciliation of Recurring Financial Liability Related to Interest Rate Swaps (Details) - Designated As Hedging - Cash Flow Hedge - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Interest rate swap
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Cost of Hedge Net of Cash Received	$ 0
Reconciliation of the recurring financial derivatives
Beginning balance, derivative asset	971	$ 753
Total gains/(losses) for the period:
Included in earnings	(170)	0
Included in other comprehensive income	558	218
Ending balance, derivative asset	1,359	971
Foreign currency hedges
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Cost of Hedge Net of Cash Received	(21)	(132)
Reconciliation of the recurring financial derivatives
Beginning balance, derivative liability	742	601
Total gains/(losses) for the period:
Included in earnings	97	38
Included in other comprehensive income	742	(47)
Ending balance, derivative liability		$ 742
Ending balance, derivative asset	$ 76

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Fair Value, Liabilities Measured on Recurring Basis, Reconciliation, Calculation [Roll Forward]

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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