Derivatives	6 Months Ended
Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives. Interest Rate Swap. On December 19, 2012, we entered into a pay-fixed, receive-variable interest rate swap having an initial notional amount of $150 million 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). On a monthly basis, under both the interest rate swap and the underlying debt, the interest rate is reset, the swap is settled with the counterparty and interest is paid. The notional amount of the interest rate swap is reduced quarterly by 50% of the minimum principal payment due under the terms of the Credit Agreement. The interest rate swap is scheduled to expire on December 19, 2017. As of June 30, 2014, our interest rate swap qualified as a cash flow hedge. The fair value of our interest rate swap at June 30, 2014 was an asset of approximately $343,000, which was offset by approximately $156,000 in deferred taxes. During the three and six-month periods ended June 30, 2014, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was included in interest expense in the accompanying consolidated statements of income and was not material. Foreign Currency Forward Contracts. On May 30, 2014, we forecasted a net foreign currency exposure for June 30, 2014 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 1,197,000 Euros and 1,053,000 GBPs. In order to partially offset such risks, at May 30, 2014 we entered into a 30-day forward contract for the Euro and GBP with a notional amount of approximately 1,197,000 Euros and notional amount of 1,053,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at the end of each month. The effect on our consolidated statements of income for the three and six-month periods ended June 30, 2014 and 2013 of all forward contracts, and the fair value of our open positions as of June 30, 2014, were not material.

Derivatives

6 Months Ended

Jun. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivatives.

Interest Rate Swap. On December 19, 2012, we entered into a pay-fixed, receive-variable interest rate swap having an initial notional amount of $150 million 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). On a monthly basis, under both the interest rate swap and the underlying debt, the interest rate is reset, the swap is settled with the counterparty and interest is paid. The notional amount of the interest rate swap is reduced quarterly by 50% of the minimum principal payment due under the terms of the Credit Agreement. The interest rate swap is scheduled to expire on December 19, 2017.

As of June 30, 2014, our interest rate swap qualified as a cash flow hedge. The fair value of our interest rate swap at June 30, 2014 was an asset of approximately $343,000, which was offset by approximately $156,000 in deferred taxes. During the three and six-month periods ended June 30, 2014, the amount reclassified from accumulated other comprehensive income to earnings due to hedge effectiveness was included in interest expense in the accompanying consolidated statements of income and was not material.

Foreign Currency Forward Contracts. On May 30, 2014, we forecasted a net foreign currency exposure for June 30, 2014 (representing the difference between Euro and GBP-denominated receivables and Euro-denominated payables) of approximately 1,197,000 Euros and 1,053,000 GBPs. In order to partially offset such risks, at May 30, 2014 we entered into a 30-day forward contract for the Euro and GBP with a notional amount of approximately 1,197,000 Euros and notional amount of 1,053,000 GBPs. We enter into similar transactions at various times during the year to partially offset exchange rate risks we bear throughout the year. These contracts are marked to market at the end of each month. The effect on our consolidated statements of income for the three and six-month periods ended June 30, 2014 and 2013 of all forward contracts, and the fair value of our open positions as of June 30, 2014, were not material.