Interest rate swap agreements (Details) - USD ($) |
12 Months Ended | ||
---|---|---|---|
Dec. 31, 2017 |
Dec. 31, 2016 |
Dec. 31, 2015 |
|
Derivative Instruments and Hedging Activities Disclosure [Abstract] | |||
The percentage of effectiveness of interest rate swap agreements | 100.00% | 100.00% | 100.00% |
Cash flow hedge loss to be reclassified within twelve months | $ 3,628,000 | ||
Collateral obligation requirements | 0 | ||
Assets Needed for Immediate Settlement, Aggregate Fair Value | 54,000 | ||
Interest rate swap hedge ineffectiveness recognized in earnings | $ 0 | $ 0 | $ 0 |
X | ||||||||||
- Definition The percentage of effective notional amount of interest rate hedge agreements. No definition available.
|
X | ||||||||||
- Definition The aggregate fair value of assets needed to immediately settle the derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- References No definition available.
|
X | ||||||||||
- Definition The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|