Interest Rate Hedging (Tables)

6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Effect of Financial Assets and Liabilities Valued on Recurring Basis

The table below summarizes the fair value measurements of the gross asset and liability of this swap as of June 30, 2015, valued on a recurring basis:

(Dollars in thousands)				Fair Value Measurements at June 30, 2015
Description	June 30, 2015			Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Other Observable Inputs (Level 2)			Significant Unobservable Inputs (Level 3)
Derivative asset	$	977		$	—	$	977		$	—
Derivative liability		(3,033	)		—		(3,033	)		—
	$	(2,056	)	$	—	$	(2,056	)	$	—

Effect of Derivatives' Hedging Relationships

Derivatives’ Hedging Relationships

(Dollars in thousands)	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	June 30, 2015			December 31, 2014					June 30, 2015		December 31, 2014
Forward starting interest rate swap contract	$	(2,056	)	$	(431	)		Interest Expense	$	—	$	—
	$	(2,056	)	$	(431	)			$	—	$	—