Financial Instruments - Interest Rate Swaps Designated as Cash Flow Hedges (Details) (USD $)	3 Months Ended		9 Months Ended		2 Months Ended
	Sep. 30, 2011	Sep. 30, 2012 Interest Rate Derivatives	Sep. 30, 2012 Interest Rate Derivatives	Sep. 30, 2011 Interest Rate Derivatives	Sep. 30, 2012 Interest Rate Derivatives Cash Flow Hedging	Sep. 30, 2012 Minimum Interest Rate Derivatives Cash Flow Hedging	Sep. 30, 2012 Maximum Interest Rate Derivatives Cash Flow Hedging	Sep. 30, 2012 Maximum Interest Rate Derivatives Cash Flow Hedging Designated as Hedging Instrument	Sep. 30, 2012 Other current liabilities Interest Rate Derivatives	Dec. 31, 2011 Other current liabilities Interest Rate Derivatives	Sep. 30, 2012 Other non-current liabilities Interest Rate Derivatives	Dec. 31, 2011 Other non-current liabilities Interest Rate Derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net	$ 0	$ (29,676,000)	$ (30,726,000)	$ 0
Derivative Instruments, Gain (Loss) Reclassified from Accumulated OCI into Income, Effective Portion, Net	0	0	0	0
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0	0	0
Derivative Assets (Liabilities), at Fair Value, Net									(292,000)	0	(29,384,000)	0
Percentage of Debt Hedged by Interest Rate Derivatives								75.00%
Notional Amount of Interest Rate Derivatives						$ 20,000,000	$ 2,900,000,000
Derivative, Inception Date					Aug. 14, 2012
Derivative, Maturity Date					Jul. 31, 2019
Derivative, Average Fixed Interest Rate					1.98%
Derivative, Description of Variable Rate Basis					One-month LIBOR