Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2018

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Outstanding Foreign Currency Forward Contracts

The tables below set forth outstanding foreign currency forward contracts at December 31, 2018 and 2017:

Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Strike Rate	Cash Flow Hedge Designation
$	1,221	December 2018	February 2019	EUR/GPB	0.8981	Non-designated
	12,538	December 2018	February 2019	EUR/USD	1.1479	Non-designated
	8,463	December 2018	February 2019	GPB/USD	1.2785	Non-designated
	44,946	December 2018	February 2019	USD/CNY	6.8738	Non-designated
	844	December 2018	February 2019	USD/JPY	110.14	Non-designated
	54,041	December 2018	February 2019	USD/TWD	30.559	Non-designated
	300	December 2018	January 2019	USD/TWD	30.669	Non-designated
Notional Amount		Effective Date	Maturity Date	Index*	Weighted Average Strike Rate	Cash Flow Hedge Designation
$	2,494	December 2017	January 2018	EUR/GPB	1.2009	Non-designated
	10,514	December 2017	January 2018	EUR/USD	1.2009	Non-designated
	10,612	December 2017	January 2018	GPB/USD	1.3541	Non-designated
	31,834	December 2017	January 2018	USD/CNY	6.5343	Non-designated
	1,594	December 2017	January 2018	USD/JPY	112.35	Non-designated
	30,594	December 2017	January 2018	USD/TWD	29.406	Non-designated
*  EUR = Euro
GBP = British Pound Sterling
USD = United States Dollar
CNY = Chinese Yuan Renminbi
JPY =  Japan Yen
TWD = Taiwan dollar

Summary of Information Related to Number of and Notional Amount of Interest Rate Related Derivative Instruments

The table below sets forth information related to the number of and the notional amount of our interest rate related derivative instruments at December 31 2018 and December 31, 2017:

	Number of Instruments		Notional Amount
	2018	2017	2018		2017
Interest rate swaps and collars	12	14	$	210,000	$	220,000

Summary of Fair Value of Interest Rate Related Derivative Financial Instruments and Their Classification on the Consolidated Balance Sheets

The table below sets forth the fair value of the Company’s interest rate related derivative financial instruments as well as their classification on the Consolidated Balance Sheets as of December 31, 2018 and December 31, 2017:

	Fair Value
	Other Current Assets				Other Assets				Other Liabilities
	2018		2017		2018		2017		2018		2017
Interest rate swaps and collars	$	1,936	$	486	$	2,795	$	3,398	$	-	$	-

Summary of Effect of Derivative Financial Instruments on the Consolidated Statements of Income

The tables below sets forth the effect of the Company’s derivative financial instruments on the Consolidated Statements of Income for the years ended December 31 2018, 2017 and 2016:  

Derivatives Designated as Hedging	Amount of Gain  Recognized in OCI on Derivative						Location of Gain or (Loss) Reclassified from Accumulated OCI into	Amount of Gain  Reclassified from Accumulated OCI into Net Income
Instruments	2018		2017		2016		Income	2018		2017		2016
Interest rate swaps and collars	$	1,790	$	1,567	$	2,317	Interest expense	$	860	$	577	$	112

Derivatives Not Designated as Hedging	Amount of (Loss) or Gain Recognized in Net Income							Location of (Loss) or Gain Reclassified from Accumulated OCI
Instruments	2018			2017		2016		into Income
Foreign currency forward contracts	$	(8,493	)	$	1,491	$	-	Foreign currency (loss) gain, net