Fair Value of Financial Assets and Liabilities, Derivative Instruments (Details) (Interest Rate Swap [Member], USD $) In Millions, unless otherwise specified	9 Months Ended
Sep. 30, 2013	Sep. 30, 2012
Interest Rate Swap [Member]
Interest Rate Derivatives [Abstract]
Amount of accumulated other comprehensive gains (losses) related to interest rate derivatives expected to be reclassified into earnings within the next twelve months	$ (0.1)
Amount of accumulated other comprehensive losses related to interest rate derivatives reclassified into earnings	$ (0.1)	$ (0.1)

The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959

Name:	us-gaap_InterestRateCashFlowHedgeGainLossReclassifiedToEarningsNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration