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Derivative Instruments and Hedging Activities (Tables) | 3 Months Ended
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Mar. 31, 2017
General Discussion of Derivative Instruments and Hedging Activities [Abstract] |
Schedule of interest rate derivatives designated as cash flow hedges of interest rate risk | As of March 31, 2017, the Company had the following outstanding interest rate derivatives that were designated as cash flow hedges of interest rate risk:
Interest Rate Derivatives | Notional (in thousands) |  | Asset (Liability) |  | Effective Date |  | Maturity Date |  | Index |  | Strike Rate
Interest rate swap | $ | 1,455 |  |  | (63 | ) |  | April 1, 2010 |  | April 1, 2019 |  | 1-month LIBOR |  | 5.91 | %
Interest rate swap | $ | 1,455 |  |  | (68 | ) |  | April 1, 2010 |  | April 1, 2019 |  | 1-month LIBOR |  | 6.07 | %

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- Definition Tabular disclosure of interest rate derivatives, including, but not limited to, the fair value of the derivatives, statement of financial position location, and statement of financial performance location of these instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=64837297&loc=SL5624171-113959 + Details
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