Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2014

Summary of Derivative Instruments [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes the terms of the Company's outstanding interest rate swap agreements entered into to manage the Company's exposure to changes in interest rates on its variable rate debt (dollars in thousands):

		Notional Amount
Effective Date	Expiration Date	Date	Amount		Pay Fixed Rate	Receive Variable Rate
9/30/2013	9/30/2014	9/30/2013	$	1,350,000	0.35%	1-month LIBOR
		12/31/2013	$	1,300,000	0.35%	1-month LIBOR
		3/31/2014	$	1,250,000	0.35%	1-month LIBOR
		6/30/2014	$	1,200,000	0.35%	1-month LIBOR
9/30/2014	9/30/2015	9/30/2014	$	1,150,000	0.54%	1-month LIBOR
		12/31/2014	$	1,100,000	0.54%	1-month LIBOR
		3/31/2015	$	1,050,000	0.54%	1-month LIBOR
		6/30/2015	$	1,000,000	0.54%	1-month LIBOR
9/30/2015	9/30/2016	9/30/2015	$	350,000	0.93%	1-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.79%	3-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.79%	3-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.80%	3-month LIBOR

Schedule of Notional Amounts of Expired Derivative [Table Text Block]

The following table summarizes the Company's interest rate swap agreements that expired during 2013 (dollars in thousands):

		Notional Amount
Effective Date	Expiration Date	Date	Amount		Paid Fixed Rate	Receive Variable Rate
10/6/2008	9/30/2013	10/6/2008	$	120,000	3.88%	1-month LIBOR
10/4/2012	9/30/2013	10/4/2012	$	1,450,000	0.25%	1-month LIBOR
		1/1/2013	$	1,350,000	0.25%	1-month LIBOR
		4/1/2013	$	1,300,000	0.25%	1-month LIBOR
		7/1/2013	$	1,250,000	0.25%	1-month LIBOR

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table summarizes the fair value of the Company's derivative instruments recorded in the consolidated balance sheets as of June 30, 2014 and December 31, 2013 (dollars in thousands):

		Fair Value
	Balance Sheet Location	June 30, 2014		December 31, 2013
Asset Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Other assets, net	$	15,686	$	36,987
Derivatives not designated as hedges:
Cross-currency swap agreement	Prepaid expenses and other	$	—	$	16,056
Liability Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Accrued expenses	$	2,781	$	1,601
Interest rate swap agreements	Other long-term liabilities	724		838
Total liability derivatives designated as hedges		$	3,505	$	2,439

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

The following table shows the effect of the Company's derivative instruments designated as cash flow hedges for the three and six months ended June 30, 2014 and 2013 in other comprehensive income/(loss) (OCI) (dollars in thousands):

	Total Cash Flow Hedge OCI Activity, Net of Tax
	Three Months Ended					Six Months Ended
	June 30,					June 30,
	2014			2013		2014			2013
Derivatives Designated as Cash Flow Hedges:
Effective portion of changes in fair value recognized in OCI:
Interest rate swap agreements	$	(6,460	)	$	12,274	$	(13,419	)	$	16,712

Schedule of Derivative Instruments, Gain (Loss) in Consolidated Statement of Operations [Table Text Block]

The following table shows the effect of the Company's derivative instruments not designated as hedges for the three and six months ended June 30, 2014 and 2013 in the consolidated statements of operations (dollars in thousands):

		Amount Recognized in Earnings
		Three Months Ended						Six Months Ended
	Location of Amount Recognized in Earnings	June 30,						June 30,
		2014			2013			2014			2013
Derivative Instruments Not Designated as Hedges:
Cross-currency swap agreement	Interest (expense)/income	$	(630	)	$	(717	)	$	(1,184	)	$	(1,532	)
Cross-currency swap agreement	Other income/(loss), net	(262		)	26			(86		)	22
		$	(892	)	$	(691	)	$	(1,270	)	$	(1,510	)