INTEREST RATE SWAP DERIVATIVES (Details 1) - Interest Rate Swap [Member] |
3 Months Ended | 12 Months Ended |
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Mar. 31, 2018
USD ($)
Number
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Dec. 31, 2017
USD ($)
Number
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| Derivatives, Fair Value [Line Items] | ||
| Derivative Liability, Number of Instruments Held | Number | 2 | 2 |
| Derivative Liability | $ | $ 230,934 | $ 7,899 |
| Description of Location of Interest Rate Fair Value Hedge Derivative on Balance Sheet | Asset – Interest rate swap derivatives, at fair value | Asset – Interest rate swap derivatives, at fair value |
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- Definition Fair value, after the effects of master netting arrangements, of a financial liability or 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 liabilities not subject to a master netting arrangement and not elected to be offset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The number of derivative instruments of a particular derivative liability or group of derivative liabilities held by the entity. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Description of where the interest rate derivatives designated as fair value hedges are reported in the balance sheet. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Details
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