Derivatives	9 Months Ended
Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives. Interest Rate Swap. On December 19, 2012, we entered into a $150.0 million pay-fixed, receive-variable interest rate swap with Wells Fargo to fix the one-month LIBOR rate at 0.98%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate for the Credit Agreement). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap is scheduled to expire on December 19, 2017. As of September 30, 2013, this interest rate swap qualified as a cash flow hedge. During the three and nine-month periods ended September 30, 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was not material. The fair value of our cash flow hedge at September 30, 2013 was an asset of approximately $745,000, which was offset by approximately $290,000 of deferred tax liability. Foreign Currency Forward Contracts. On August 31, 2013, we forecasted a net exposure for September 30, 2013 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 411,000 Euros and 408,000 GBPs. In order to partially offset such risks at August 31, 2013, we entered into a 30-day forward contract for the Euro and GBP with notional amounts of approximately 411,000 Euros and 408,000 GBPs. We enter into similar transactions at various times to partially offset exchange rate risks we bear. These contracts are marked to market at each month-end. The effect on our consolidated statements of income for the three and nine-month periods ended September 30, 2013 and 2012 of all forward contracts, and the fair value of our open positions as of September 30, 2013, were not material to our financial position.

Derivatives

9 Months Ended

Sep. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives.

Interest Rate Swap. On December 19, 2012, we entered into a $150.0 million pay-fixed, receive-variable interest rate swap with Wells Fargo to fix the one-month LIBOR rate at 0.98%. The variable portion of the interest rate swap is tied to the one-month LIBOR rate (the benchmark interest rate for the Credit Agreement). The interest rates under both the interest rate swap and the underlying debt are reset, the swap is settled with the counterparty, and interest is paid, on a monthly basis. The interest rate swap is scheduled to expire on December 19, 2017. As of September 30, 2013, this interest rate swap qualified as a cash flow hedge. During the three and nine-month periods ended September 30, 2013, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was not material. The fair value of our cash flow hedge at September 30, 2013 was an asset of approximately $745,000, which was offset by approximately $290,000 of deferred tax liability.

Foreign Currency Forward Contracts. On August 31, 2013, we forecasted a net exposure for September 30, 2013 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 411,000 Euros and 408,000 GBPs. In order to partially offset such risks at August 31, 2013, we entered into a 30-day forward contract for the Euro and GBP with notional amounts of approximately 411,000 Euros and 408,000 GBPs. We enter into similar transactions at various times to partially offset exchange rate risks we bear. These contracts are marked to market at each month-end. The effect on our consolidated statements of income for the three and nine-month periods ended September 30, 2013 and 2012 of all forward contracts, and the fair value of our open positions as of September 30, 2013, were not material to our financial position.