Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2015

Derivative [Line Items]

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, 2015 and December 31, 2014 (dollars in thousands):

		Fair Value
	Balance Sheet Location	June 30, 2015		December 31, 2014
Asset Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Prepaid expenses and other	$	—	$	35
Interest rate swap agreements	Other assets, net	415		101
Total derivatives designated as hedges		$	415	$	136
Liability Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Accrued expenses	$	1,854	$	2,249
Interest rate swap agreements	Other long-term liabilities	333		2,462
British pound forward purchase contracts	Other long-term liabilities	8,812		—
Total liability derivatives designated as hedges		$	10,999	$	4,711

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, 2015 and 2014 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,
	2015			2014			2015			2014
Derivatives Designated as Cash Flow Hedges:
Effective portion of changes in fair value recognized in OCI:
Interest rate swap agreements	$	7,521		$	(6,460	)	$	1,682		$	(13,419	)
British pound forward purchase contracts	(4,815		)	—			(5,286		)	—
	$	2,706		$	(6,460	)	$	(3,604	)	$	(13,419	)

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, 2015 and 2014 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,
		2015		2014			2015			2014
Derivative Instruments Not Designated as Hedges:
Cross-currency swap agreements	Interest expense	$	—	$	(630	)	$	—		$	(1,184	)
Cross-currency swap agreements	Other income, net	—		(262		)	—			(86		)
British pound forward purchase contracts	Loss on settlement of foreign currency forward purchase contracts	—		—			(18,686		)	—
		$	—	$	(892	)	$	(18,686	)	$	(1,270	)

Interest Rate Swap [Member]

Derivative [Line Items]

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
9/30/2014	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

Foreign Exchange Forward [Member]

Derivative [Line Items]

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

The following table summarizes the Company's outstanding British pound forward purchase contracts (British pounds in thousands):

Effective Date	Settlement Date	Notional Amount	Exchange Rate
3/25/2015	3/25/2020	£60,000	1.50
3/25/2015	3/25/2020	£60,000	1.51
6/30/2015	3/25/2020	£2,035	1.57