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Weighted Average Assumptions Using Black-Scholes Option Pricing Model (Detail) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011
Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions and Methodology [Line Items]
Risk-free interest rate	0.50%	0.50%
Expected dividend yield	$ 0	$ 0
Expected volatility factor	15.90%	15.10%
Expected option term, in years	6 years	6 years

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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