Fair Value Measurements - Reconciliation of Recurring Financial Liability Related to Interest Rate Swaps (Details) - Interest Rate Swap - Designated - Cash Flow Hedge - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
Sep. 27, 2015	Dec. 31, 2014
Reconciliation of the recurring financial liability related to interest rate swaps
Beginning balance	$ (1,020)	$ (998)
Total gains/(losses) for the period:
Included in earnings	574	488
Included in other comprehensive earnings	(628)	(510)
Ending balance	$ (1,074)	$ (1,020)

Fair Value, Liabilities Measured on Recurring Basis, Reconciliation, Calculation [Roll Forward]

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- References

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

+ References

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-Publisher FASB

-Name Accounting Standards Codification

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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.

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The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

+ References

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