Derivatives - Derivative (Details) - Interest Rate Swap [Member] - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Derivative [Line Items]
Derivative, Variable Interest Rate	one-month LIBOR
Interest Rate Swap Fixed Interest Rate	0.75%
Interest Rate Cash Flow Hedge Effectiveness Assessment and Measurement	Cash flows from the Swap are expected to be highly effective. If it is determined that the Swap ceases to be effective, we will prospectively discontinue hedge accounting. When applicable, we use the shortcut method to assess hedge effectiveness. If the shortcut method is not applicable, we assess effectiveness using the “change-in-variable-cash-flows” method. Our assessment of hedge effectiveness resulted in no ineffectiveness recorded for the six months ended June 30, 2015.
Interest Rate Swap Liability	$ 0.1	$ 0.3