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Stock-Based Compensation Black Scholes Assumptions (Details)	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Fair Value, Option, Qualitative Disclosures Related to Election [Line Items]
Risk-free interest rate	0.52%	1.05%	1.25%
Expected dividend yield	0.00%	0.00%	0.00%
Expected term (in years)	4 years	3 years 10 months 8 days	3 years 6 months
Expected volatility	33.00%	35.00%	37.00%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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