NOTE 16: DERIVATIVES AND HEDGING ACTIVITIES: Cash Flow Hedges - Interest Rate Swap (Details)	3 Months Ended
Mar. 31, 2019
Details
Derivative, Type of Interest Rate Paid on Swap	Under the terms of the swap, the Company will receive a fixed rate of interest of 3.018% and will pay a floating rate of interest equal to one-month USD-LIBOR. The floating rate will be reset monthly and net settlements of interest due to/from the counterparty will also occur monthly. The floating rate of interest was 2.481% as of March 31, 2019.

When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column A
-Footnote 1

Name:	invest_DerivativeTypeOfInterestRatePaidOnSwap
Namespace Prefix:	invest_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration