Fair Value Measurements (Details) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Schedule of assets and liabilities measured at fair value on recurring basis
Foreign currency forward contracts	$ 114	[1]
Interest rate swaps	332	[2]	542	[2]
Money market mutual funds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	19,957	[3]	9,921	[3]
Government agency bonds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	8,041	[3]	6,818	[3]
United States treasuries
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	7,509	[3]	6,089	[3]
Corporate notes
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	8,453	[3]	4,679	[3]
Certificates of deposit
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	2,426	[3]	1,800	[3]
Level 1
Schedule of assets and liabilities measured at fair value on recurring basis
Foreign currency forward contracts	0	[1]
Interest rate swaps	0	[2]	0	[2]
Level 1 | Money market mutual funds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	19,957	[3]	9,921	[3]
Level 1 | Government agency bonds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	8,041	[3]	6,818	[3]
Level 1 | United States treasuries
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	7,509	[3]	6,089	[3]
Level 1 | Corporate notes
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	8,453	[3]	4,679	[3]
Level 1 | Certificates of deposit
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	2,426	[3]	1,800	[3]
Level 2
Schedule of assets and liabilities measured at fair value on recurring basis
Foreign currency forward contracts	114	[1]
Interest rate swaps	332	[2]	542	[2]
Level 2 | Money market mutual funds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 2 | Government agency bonds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 2 | United States treasuries
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 2 | Corporate notes
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 2 | Certificates of deposit
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 3
Schedule of assets and liabilities measured at fair value on recurring basis
Foreign currency forward contracts	0	[1]
Interest rate swaps	0	[2]	0	[2]
Level 3 | Money market mutual funds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 3 | Government agency bonds
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 3 | United States treasuries
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 3 | Corporate notes
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	0	[3]	0	[3]
Level 3 | Certificates of deposit
Schedule of assets and liabilities measured at fair value on recurring basis
Assets measured at fair value	$ 0	[3]	$ 0	[3]

[1] The valuations of foreign currency forward contracts are determined using widely accepted valuation techniques, including discounted cash flow analysis on the expected cash flows of each instrument. This analysis utilizes observable market-based inputs, including commodity forward curves, and reflects the contractual terms of these instruments, including the period to maturity.

[2] The valuations of the interest rate swaps intended to mitigate the Company’s interest rate risk are determined with the assistance of a third-party financial institution using widely accepted valuation techniques, including discounted cash flow analysis on the expected cash flows of each instrument. This analysis utilizes observable market-based inputs, including interest rate curves and interest rate volatility, and reflects the contractual terms of these instruments, including the period to maturity.

[3] Market approach—prices and other relevant information generated by market transactions involving identical or comparable assets.