Fair Value Measurements and Interest Rate Swaps (Tables)
 3 Months Ended
Mar. 31, 2018
Derivative [Line Items]  
Estimated fair value of contracts
The table below presents the estimated fair values of our interest rate swap contracts, our forward-starting interest rate swap contracts and our contingent consideration liabilities (in thousands):
 
 
Fair Value at March 31,
 
 
2018
 
2017
Level 2
 
 
 
 
Unrealized gains on interest rate swaps
 
$
2,451

 
$
1,519

Unrealized losses on interest rate swaps
 
—

 
2,324

 
 
 
 
 
Level 3
 
 
 
 
Contingent consideration liabilities
 
$
1,617

 
$
1,453
Interest Rate Swap Agreements[Member]  
Derivative [Line Items]  
Schedule of Interest Rate Derivatives
The following table provides additional details related to each of these amended swap contracts:

Derivative
 
Amendment Date
 
Notional
Amount
(in millions)
 
Fixed
Interest
Rate
Interest rate swap 1
 
October 1, 2015
 
$75.0
 
2.273%
Interest rate swap 2
 
October 1, 2015
 
$25.0
 
2.111%
Interest rate swap 3
 
October 1, 2015
 
$50.0
 
2.111%
Forward-Starting Interest Rate Swap Agreements[Member]  
Derivative [Line Items]  
Schedule of Interest Rate Derivatives
The following table provides additional details related to this swap contract:
Derivative
 
Inception Date
 
Notional
Amount
(in millions)
 
Fixed
Interest
Rate
Forward-starting interest rate swap 1
 
July 6, 2016
 
$150.0
 
1.1425%