Fair Value, Measurement Inputs, Disclosure [Line Items]

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Number of Hotels Acquired

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- Definition

The net cash outflow for a financial contract entered into to economically hedge foreign currency exposure.

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- Definition

When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12

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The settlement date of an investment contract.

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The amount of acquisition cost of a business combination allocated to notes payables and long-term debt assumed from the acquired entity.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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- Definition

The amount of cash received during the period on settlement of a hedge.

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Fixed interest rate related to the interest rate derivative.

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- Definition

The date the entity entered into the derivative.

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Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as a liability.

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- Definition

The date the derivative matures.

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Description of the sources of interest rate risk exposure faced by the entity.

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Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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Fair value as of the balance sheet date of all derivative assets designated as interest rate fair value hedging instruments.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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- Definition

Number of foreign currency exchange rate derivatives held by the entity at the reporting date.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Date of subsequent event occurrence or of indication that subsequent event occurred.

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Fair Value Measurements - Additional Information (Detail) In Millions, unless otherwise specified	3 Months Ended				1 Months Ended		3 Months Ended		1 Months Ended				6 Months Ended
	Jun. 17, 2011 Location	Jun. 17, 2011 Australia USD ($)	Apr. 29, 2011 Australia Hilton Melbourne South Wharf USD ($)	Apr. 29, 2011 Australia Hilton Melbourne South Wharf AUD	Apr. 29, 2011 Australia Hilton Melbourne South Wharf Interest rate swap derivatives	Feb. 18, 2011 New Zealand Location	Mar. 25, 2011 New Zealand Location	Jun. 17, 2011 Interest rate swap derivatives New Zealand USD ($)	Feb. 18, 2011 Interest rate swap derivatives New Zealand Cash Flow Hedging USD ($)	Feb. 18, 2011 Interest rate swap derivatives New Zealand Cash Flow Hedging NZD	Jun. 17, 2011 Interest rate swap derivatives Fair Value Hedging USD ($) Contract	Dec. 31, 2010 Interest rate swap derivatives Fair Value Hedging USD ($)	Jun. 17, 2011 Subsequent Event Foreign currency forward purchase contracts Group 5 USD ($)	Jun. 17, 2011 Subsequent Event Foreign currency forward purchase contracts Group 5 EUR (€)	Jun. 17, 2011 Subsequent Event Foreign currency forward purchase contracts Group 5 Gain (Loss) on Settlement of Derivative Instrument EUR (€)	Jun. 17, 2011 Subsequent Event Foreign currency forward purchase contracts Group 6 USD ($)	Jun. 17, 2011 Subsequent Event Foreign currency forward purchase contracts Group 6 EUR (€)	Jun. 17, 2011 Foreign currency forward purchase contracts USD ($) Contract	Jun. 17, 2011 Foreign currency forward purchase contracts EUR (€)
Fair Value, Measurement Inputs, Disclosure [Line Items]
Subsequent event date													Jul. 15, 2011	Jul. 15, 2011		Jul. 15, 2011	Jul. 15, 2011
Interest rate risk exposure									Floating rate equal to the 3-month NZD Bank Bill rate.	Floating rate equal to the 3-month NZD Bank Bill rate.
Mortgage debt assumed in connection with acquisition			$ 86	80
Transaction Date													Jul. 15, 2011	Jul. 15, 2011		Jul. 15, 2011	Jul. 15, 2011
Transaction Amount													34	25	30	35	25	114	80
Derivative fixed interest rate			7.52%	7.52%	7.52%				4.75%	4.75%
Interest rate swap, payments type									Fixed rate of 4.75%	Fixed rate of 4.75%
Derivative expiration					Mar. 19, 2012				Feb. 18, 2016	Feb. 18, 2016			Aug. 18, 2015	Aug. 18, 2015
Fair value of derivative liability		1.8
Interest rate notional amount, cash flow hedges									60	79
Number of hotels acquired	1					7	7
Fair value of derivative liability, cash flow hedge								1.8
Number of interest rate agreements, fair value hedges											3
Interest rate notional amount, fair value hedges											300
Fair value of derivative asset, fair value hedges											12.7	10.6
Foreign currency forward purchase contracts																		4	4
Amount of cash that will be received on settlement date													0.4
Settlement date													Aug. 18, 2011	Aug. 18, 2011
Hedged amount of our net investment in the European joint venture													$ 105	€ 75