Derivative Instruments Schedule of Swaptions (Details) - USD ($) $ in Thousands |
6 Months Ended | 12 Months Ended | |||
---|---|---|---|---|---|
Jun. 30, 2015 |
Dec. 31, 2014 |
||||
Derivative [Line Items] | |||||
Financial derivatives–assets, at fair value | [1] | $ 4,541 | $ 3,072 | ||
Financial derivatives–liabilities, at fair value | [1] | 4,007 | 8,700 | ||
Straddle [Member] | Interest Rate Swaption [Member] | |||||
Derivative [Line Items] | |||||
Financial derivatives–assets, at fair value | $ 78 | ||||
Financial derivatives–liabilities, at fair value | $ (17) | ||||
Fixed Pay Rate on Derivatives | 3.00% | 3.00% | |||
Maturity term of asset underlying derivative contract | 10 years | 10 years | |||
Derivative notional | $ 9,700 | $ 9,700 | |||
Derivative, Remaining Maturity | 15 days | 6 months 15 days | |||
|
X | ||||||||||
- Definition Derivative notional amount. No definition available.
|
X | ||||||||||
- Definition Fixed rate paid on a derivative contract. No definition available.
|
X | ||||||||||
- Definition Term to maturity of the reference asset underlying the derivative contract. No definition available.
|
X | ||||||||||
- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
|
X | ||||||||||
- Definition Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. No definition available.
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|