Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2016

Derivative [Line Items]

Schedule of Interest Rate Derivatives [Table Text Block]

The following table summarizes the Company's interest rate swap agreements that expired during 2016 (dollars in thousands):

		Notional Amount
Effective Date	Expiration Date	Date	Amount		Pay Fixed Rate	Receive Variable Rate
9/30/2015	9/30/2016	9/30/2015	$	350,000	0.93%	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 September 30, 2016 and December 31, 2015 (dollars in thousands):

		Fair Value
	Balance Sheet Location	September 30, 2016		December 31, 2015
Asset Derivatives:
Derivatives designated as hedges:
British pound forward contracts	Other assets, net	$	20,260	$	1,530
Total derivatives designated as hedges		$	20,260	$	1,530
Liability Derivatives:
Derivatives designated as hedges:
Interest rate swap agreements	Accrued expenses	$	4,142	$	846
Interest rate swap agreements	Other long-term liabilities	34,647		11,655
British pound forward contracts	Other long-term liabilities	17		—
Total liability derivatives designated as hedges		$	38,806	$	12,501

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 nine months ended September 30, 2016 and 2015 in other comprehensive income/(loss) (OCI) (dollars in thousands):

	Total Cash Flow Hedge OCI Activity, Net of Tax
	Three Months Ended						Nine Months Ended
	September 30,						September 30,
	2016			2015			2016			2015
Derivatives Designated as Cash Flow Hedges:
Effective portion of net changes in fair value recognized in OCI, net of tax:
Interest rate swap agreements	$	(1,414	)	$	(8,734	)	$	(15,780	)	$	(7,052	)
British pound forward contracts	(713		)	4,481			(2,584		)	(805		)
	$	(2,127	)	$	(4,253	)	$	(18,364	)	$	(7,857	)

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 nine months ended September 30, 2016 and 2015 in the consolidated statements of operations (dollars in thousands):

		Amount Recognized in Earnings
		Three Months Ended				Nine Months Ended
	Location of Amount Recognized in Earnings	September 30,				September 30,
		2016		2015		2016		2015
Derivative Instruments Not Designated as Hedges:
British pound forward purchase contracts	Loss on settlement of foreign currency forward purchase contracts	$	—	$	—	$	—	$	(18,686	)
		$	—	$	—	$	—	$	(18,686	)

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
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.76%	1-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.74%	1-month LIBOR
9/30/2016	9/30/2026	9/30/2026	$	100,000	2.73%	1-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 contracts (British pounds in thousands):

Effective Date	Settlement Date	Notional Amount	Exchange Rate
3/25/2015	3/31/2020	£60,000	1.51
3/25/2015	3/31/2020	£60,000	1.50
6/30/2015	3/31/2020	£2,035	1.57
9/30/2015	3/31/2020	£1,846	1.51
12/31/2015	3/31/2020	£1,873	1.48
3/31/2016	3/31/2020	£1,881	1.45
6/30/2016	3/31/2020	£1,909	1.35
9/30/2016	3/31/2020	£1,959	1.33