text: as fair value hedges, with total notional amounts of $100 million, leaving interest 
  rate swap agreements with total notional amounts of $100 million remaining as of 
  December 31, 2004. At December 31, 2004, the fair value of the interest rate swap 
  agreements was a liability of $0.1 million. 
  
  Under the terms of the interest rate swap agreements, the Company makes 
  payments based on specified spreads over six-month LIBOR, and receives payments 
  equal to the interest payments due on the fixed rate debt. The interest rate swap 
  agreements qualify for the “shortcut method” allowed under Statement of Financial 
  Accounting Standards No. 133, which allows an assumption of no ineffectiveness in 
  the hedging relationship. As such, there is no income statement impact from 
  changes in the fair value of the hedging instruments. Instead, the fair value of the 
  instruments is recorded as an asset or liability on the Company’s balance sheet, with 
  an offsetting adjustment to the carrying value of the related debt. The Company 
  received $5 million upon termination of swap agreements in 2004, which has been 
  added to the carrying value of the related debt obligations and is being amortized 
  and recorded as a reduction of interest expense over the remaining life of that debt. 