Interest Rate Hedging (Tables)

12 Months Ended

Dec. 31, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Effect of Financial Assets and Liabilities Valued on Recurring Basis

The table below summarizing the fair value measurement of this swap as of December 31, 2014 valued on a recurring basis on a gross basis:

(Dollars in thousands)				Fair Value Measurements at December 31, 2014
Description	December 31, 2014			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Derivative Assets	$	867		$	—	$	867		$	—
Derivative Liabilities		(1,298	)		—		(1,298	)		(—	)
	$	(431	)	$	—	$	(431	)	$	—

Effect of Derivatives' Hedging Relationships

Derivatives’ Hedging Relationships

(Dollars in millions)	Amount of after tax of gain/ (loss) recognized in Other Comprehensive Income on Derivatives (effective portion)					Location of gain/(loss) reclassified from Accumulated Other Comprehensive Income into Income (effective portion)	Pre-tax amount of gain/(loss) reclassified from Accumulated Other Comprehensive Income into Income (effective portion)
Derivatives’ Cash Flow Hedging Relationships	December 31, 2014			December 31, 2013			December 31, 2014		December 31, 2013
Forward starting interest rate swap contracts	$	(431	)	$	—	Interest Expense	$	—	$	—
	$	(431	)	$	—		$	—	$	—