v2.4.0.8

Derivative Financial Instruments (Change in Unrealized Appreciation/Depreciation) (Details) (USD $) In Thousands, unless otherwise specified | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2013 | Sep. 30, 2012 | Sep. 30, 2013 | Sep. 30, 2012
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives | $ (98) | $ (509) | $ 2,337 | $ (1,371)
Credit default swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | (832) | (852)
Interest rate swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 3,169 | (519)
Credit risk |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | (832) | (852)
Credit risk | Credit default swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | (832) | (852)
Credit risk | Interest rate swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 0 | 0
Interest rate risk |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 3,169 | (519)
Interest rate risk | Credit default swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 0 | 0
Interest rate risk | Interest rate swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 3,169 | (519)
Equity price risk |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 0 | 0
Equity price risk | Credit default swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | 0 | 0
Equity price risk | Interest rate swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Change in unrealized (depreciation)/appreciation - derivatives |  |  | $ 0 | $ 0

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- Definition The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=31042434&loc=d3e3602-108585 + Details
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