Derivative Instruments

9 Months Ended

Sep. 30, 2011

Derivative Instruments [Abstract]

Derivative Instruments and Hedging Activities Disclosure [Text Block]

Derivative Instruments

The Company was party to a $125.0 million notional amount interest rate swap which expired in July 2011. The Company was party to a second interest rate swap with a notional amount of $75.0 million which expired in the first quarter of 2011. Both of these swaps were associated with the Company's term loan facility, but during 2011 and 2010 neither was designated as a hedging instrument. In addition, during the first quarter of 2010, the Company was party to two foreign exchange forward contracts which were not designated as hedging instruments.

As of September 30, 2011 and December 31, 2010, the fair value carrying amounts of the Company's derivative instruments not designated as hedging instruments are recorded as follows:

		Asset Derivatives				Liability Derivatives
	Balance Sheet Caption	September 30, 2011		December 31, 2010		September 30, 2011		December 31, 2010
		(dollars in thousands)
Derivatives not designated as hedging instruments
Interest rate swaps	Accrued liabilities	$	—	$	—	$	—	$	1,130

The effect of derivative instruments on the consolidated statement of operations for the three and nine months ended September 30, 2011 and 2010 is summarized as follows:

	Amount of Loss Recognized in AOCI on Derivatives (Effective Portion, net of tax)						Amount of Loss Reclassified from AOCI into Earnings
							Three months ended September 30,					Nine months ended September 30,
	As of September 30, 2011		As of December 31, 2010			Location of Loss Reclassified from AOCI into Earnings (Effective Portion)	2011		2010			2011			2010
	(dollars in thousands)						(dollars in thousands)
Derivatives designated as hedging instruments
Interest rate swaps	$	—	$	(230	)	Interest expense	$	—	$	(570	)	$	(360	)	$	(1,860	)

	Amount of Gain (Loss) Recognized in Earnings on Derivatives
	Three months ended September 30,					Nine months ended September 30,						Location of Gain (Loss) Recognized in Earnings on Derivatives
	2011		2010			2011			2010
	(dollars in thousands)
Derivatives not designated as hedging instruments
Interest rate swaps	$	—	$	(40	)	$	(10	)	$	(1,600	)	Interest expense
Foreign currency forward contracts	$	—	$	—		$	—		$	50		Other expense, net

Valuations of the interest rate swaps and foreign currency forward contracts were based on the income approach which uses observable inputs such as interest rate yield curves and forward currency exchange rates. Fair value measurements and the fair value hierarchy level for the Company's assets and liabilities measured at fair value on a recurring basis as of December 31, 2010 are shown below. There were no derivative instruments outstanding as of September 30, 2011.

		December 31, 2010
Description	Frequency	Asset / (Liability)			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
		(dollars in thousands)
Interest rate swaps	Recurring	$	(1,130	)	$	—	$	(1,130	)	$	—