Annual report pursuant to Section 13 and 15(d)

Interest Rate Derivatives (Details)

v2.4.1.9
Interest Rate Derivatives (Details) (USD $)
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Fair value of interest rate derivatives and balance sheet classification      
Interest rate derivatives $ 274,000us-gaap_InterestRateCashFlowHedgeAssetAtFairValue $ 6,594,000us-gaap_InterestRateCashFlowHedgeAssetAtFairValue  
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Unrealized (losses) gains on interest rate derivatives (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax 6,791,000us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax (7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
Interest expense      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 2,990,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
2,740,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
3,697,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
Loss on early extinguishment of debt      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 38,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
Corporate Office Properties, L.P.      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Unrealized (losses) gains on interest rate derivatives (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
6,791,000us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
(7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
Corporate Office Properties, L.P. | Interest expense      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 2,990,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
2,740,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
3,697,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
Corporate Office Properties, L.P. | Loss on early extinguishment of debt      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 38,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
/ dei_LegalEntityAxis
= us-gaap_SubsidiariesMember
Interest rate swaps      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Unrealized (losses) gains on interest rate derivatives (7,799,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
6,791,000us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
(7,676,000)us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
Approximate amount of losses to be reclassified from AOCL to interest expense over the next 12 months 2,900,000us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Interest rate derivatives in liability position, fair value 1,900,000us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Termination value to settle obligations under interest rate derivative agreements 2,100,000us-gaap_AssetsNeededForImmediateSettlementAggregateFairValue
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Interest rate swaps | Interest expense      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 2,990,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
2,740,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
3,697,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_InterestExpenseMember
Interest rate swaps | Loss on early extinguishment of debt      
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income      
Losses on interest rate derivatives 38,000us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
0us-gaap_OtherComprehensiveIncomeLossReclassificationAdjustmentFromAOCIOnDerivativesNetOfTax
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_IncomeStatementLocationAxis
= ofc_EarlyExtinguishmentofDebtMember
Interest rate swaps | Prepaid expenses and other assets      
Fair value of interest rate derivatives and balance sheet classification      
Interest rate derivatives 274,000us-gaap_InterestRateCashFlowHedgeAssetAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_PrepaidExpensesAndOtherCurrentAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
6,594,000us-gaap_InterestRateCashFlowHedgeAssetAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_PrepaidExpensesAndOtherCurrentAssetsMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
 
Interest rate swaps | Interest rate derivative [Member]      
Fair value of interest rate derivatives and balance sheet classification      
Fair value of Interest rate swaps classified as interest rate derivatives (1,855,000)us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= ofc_InterestRateDerivativeMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
(3,309,000)us-gaap_InterestRateCashFlowHedgeLiabilityAtFairValue
/ us-gaap_BalanceSheetLocationAxis
= ofc_InterestRateDerivativeMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
 
Designated      
Fair values of interest rate swap derivatives      
Fair value of interest rate swaps (1,581,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
3,285,000us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date January 3, 2012, swap three      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.832%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps (407,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(861,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date January 3, 2012, swap four      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.832%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps (407,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(861,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012ThreeMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date November 2, 2010      
Fair values of interest rate swap derivatives      
Notional Amount 36,877,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 3.83%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps (400,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(832,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Notional amount of interest rate derivatives after scheduled amortization 36,200,000ofc_InterestRateCashFlowHedgeDerivativeNotionalAmountafterScheduledAmortization
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Designated | Interest rate swap, effective date November 2, 2010 | London Interbank Offered Rate (LIBOR)      
Fair values of interest rate swap derivatives      
Derivative, Basis Spread on Variable Rate 2.25%us-gaap_DerivativeBasisSpreadOnVariableRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateNovember22010Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
/ us-gaap_VariableRateAxis
= us-gaap_LondonInterbankOfferedRateLIBORMember
   
Designated | Interest rate swap, effective date September 2, 2014, swap one      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.8055%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps (317,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(94,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date September 2, 2014, swap two      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.81%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps (324,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(105,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember22014TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date September 1, 2015, swap one      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 1.673%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps 239,000us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
3,377,000us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date September 1, 2015, swap two      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 1.73%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps 35,000us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
3,217,000us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateSeptember12015TwoMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date January 3, 2012, swap one      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.6123%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps 0us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
(279,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012Member
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
 
Designated | Interest rate swap, effective date January 3, 2012, swap two      
Fair values of interest rate swap derivatives      
Notional Amount 100,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fixed Rate (as a percent) 0.61%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
   
Fair value of interest rate swaps $ 0us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
$ (277,000)us-gaap_InterestRateDerivativesAtFairValueNet
/ us-gaap_DerivativeInstrumentRiskAxis
= ofc_InterestRateSwapEffectiveDateJanuary32012OneMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember