COPT Defense Properties Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

Interest Rate Derivatives (Details)

Interest Rate Derivatives (Details) (USD $)	3 Months Ended
Interest Rate Derivatives (Details) (USD $)	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income
Amount of losses recognized in accumulated other comprehensive loss (“AOCL”) (effective portion)	$ (3,474,000)	$ (2,123,000)
Interest Expense [Member]
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income
Amount of losses reclassified from AOCL into interest expense (effective portion)	773,000	695,000
Interest rate swaps
Effect of interest rate derivatives on consolidated statements of operations and comprehensive income
Approximate loss amount to be reclassified from AOCI to interest expense over the next 12 months	(3,200,000)
Interest rate derivatives in liability position, fair value	4,300,000
Termination value to settle obligations under interest rate derivative agreements	4,500,000
Interest rate swaps \| Prepaid expenses and other current assets
Fair value of interest rate derivatives and balance sheet classification
Interest rate derivatives	0		274,000
Interest rate swaps \| Interest rate derivatives
Fair value of interest rate derivatives and balance sheet classification
Fair value of Interest rate swaps classified as interest rate derivatives	(4,282,000)		(1,855,000)
Designated
Fair values of interest rate swap derivatives
Fair value of interest rate swaps	(4,282,000)		(1,581,000)
Designated \| Interest rate swap, effective date January 3, 2012, swap three
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	0.832%
Fair value of interest rate swaps	(267,000)		(407,000)
Designated \| Interest rate swap, effective date January 3, 2012, swap four
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	0.832%
Fair value of interest rate swaps	(267,000)		(407,000)
Designated \| Interest rate swap, effective date November 2, 2010
Fair values of interest rate swap derivatives
Notional Amount	36,668,000
Fixed rate (as a percent)	3.83%
Fair value of interest rate swaps	(291,000)		(400,000)
Notional amount of interest rate derivatives after scheduled amortization	36,200,000
Designated \| Interest rate swap, effective date November 2, 2010 \| London Interbank Offered Rate (LIBOR) [Member]
Fair values of interest rate swap derivatives
Derivative, basis spread on variable rate	2.25%
Designated \| Interest rate swap, effective date September 2, 2014, swap one
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	0.8055%
Fair value of interest rate swaps	(455,000)		(317,000)
Designated \| Interest rate swap, effective date September 2, 2014, swap two
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	0.81%
Fair value of interest rate swaps	(461,000)		(324,000)
Designated \| Interest rate swap, effective date September 1, 2015, swap one
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	1.673%
Fair value of interest rate swaps	(1,161,000)		239,000
Designated \| Interest rate swap, effective date September 1, 2015, swap two
Fair values of interest rate swap derivatives
Notional Amount	100,000,000
Fixed rate (as a percent)	1.73%
Fair value of interest rate swaps	$ (1,380,000)		$ 35,000