Assumptions Utilized in the Models (Detail)	9 Months Ended				12 Months Ended
	Sep. 30, 2011 years		Sep. 30, 2010 years		Dec. 31, 2010 years
Lower Limit | Warrant
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	7.8		8.8		8.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.70%	[1]	36.50%	[1]	36.00%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	1.65%		2.44%		3.06%
Upper Limit | Warrant
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	17.8		18.8		18.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.90%	[1]	38.00%	[1]	37.00%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	2.97%		3.42%		4.18%
Lower Limit | Put Option
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)			0.8		0.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities			31.10%	[1]	25.60%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates			0.22%		0.23%
Upper Limit | Put Option
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	2.3	[2]	3.3		3.0
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	33.00%	[1],[2]	45.40%	[1]	44.60%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	0.35%	[2]	0.71%		1.05%

[1] Based on historical and implied volatilities of comparable companies assuming similar expected terms.

[2] A total of three scenarios have historically been used to estimate the fair value of the put options. Two of the scenarios’ terms expired as of June 30, 2011. Therefore, the assumptions for the current quarter only include one scenario.