Basis of presentation (Details) (USD $)
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3 Months Ended |
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Mar. 31, 2015
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Interim Consolidated Financial Information | |
Derivative Number of Contracts | 3plow_DerivativeNumberOfContracts |
Interest rate swap | |
Interim Consolidated Financial Information | |
Negative fair value included in accumulated other comprehensive loss, net of tax |
(802,000)us-gaap_AccumulatedOtherComprehensiveIncomeLossCumulativeChangesInNetGainLossFromCashFlowHedgesEffectNetOfTax / us-gaap_DerivativeInstrumentRiskAxis = us-gaap_InterestRateSwapMember |
Interest Rate Swap Effective 31 December 2015 through 29 March 2018 [Member] | |
Interim Consolidated Financial Information | |
Notional amount |
45,000,000us-gaap_DerivativeLiabilityNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31December2015Through29March2018Member |
Fixed interest rate (as a percent) |
6.105%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31December2015Through29March2018Member |
Interest Rate Swap Effective 31 December 2015 through 29 March 2018 [Member] | London Interbank Offered Rate (LIBOR) [Member] | |
Interim Consolidated Financial Information | |
Interest rate added to variable rate (as a percent) |
4.25%us-gaap_DerivativeBasisSpreadOnVariableRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31December2015Through29March2018Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
LIBOR floor (as a percent) |
(1.00%)us-gaap_DerivativeFloorInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31December2015Through29March2018Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
Interest Rate Swap Effective 29 March 2018 through 31 March 2020 [Member] | |
Interim Consolidated Financial Information | |
Notional amount |
90,000,000us-gaap_DerivativeLiabilityNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective29March2018Through31March2020Member |
Fixed interest rate (as a percent) |
6.916%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective29March2018Through31March2020Member |
Interest Rate Swap Effective 29 March 2018 through 31 March 2020 [Member] | London Interbank Offered Rate (LIBOR) [Member] | |
Interim Consolidated Financial Information | |
Interest rate added to variable rate (as a percent) |
4.25%us-gaap_DerivativeBasisSpreadOnVariableRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective29March2018Through31March2020Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
LIBOR floor (as a percent) |
(1.00%)us-gaap_DerivativeFloorInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective29March2018Through31March2020Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
Interest Rate Swap Effective 31 March 2020 through 30 June 2021 [Member] | |
Interim Consolidated Financial Information | |
Notional amount |
135,000,000us-gaap_DerivativeLiabilityNotionalAmount / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31March2020Through30June2021Member |
Fixed interest rate (as a percent) |
7.168%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31March2020Through30June2021Member |
Interest Rate Swap Effective 31 March 2020 through 30 June 2021 [Member] | London Interbank Offered Rate (LIBOR) [Member] | |
Interim Consolidated Financial Information | |
Interest rate added to variable rate (as a percent) |
4.25%us-gaap_DerivativeBasisSpreadOnVariableRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31March2020Through30June2021Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
LIBOR floor (as a percent) |
1.00%us-gaap_DerivativeFloorInterestRate / us-gaap_DerivativeInstrumentRiskAxis = plow_InterestRateSwapEffective31March2020Through30June2021Member / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember |
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- Definition
The number of derivative contracts held by the entity during the period. No definition available.
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- Definition
Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The percentage points added to the reference rate to compute the variable rate on the interest rate derivative. No definition available.
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- Definition
Fixed interest rate related to the interest rate derivative. No definition available.
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- Definition
Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract. No definition available.
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- Definition
Nominal or face amount used to calculate payments on the derivative liability. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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