Assumptions Utilized in the Models (Detail)	12 Months Ended
	Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2009
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)	6		6		6
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.00%		38.00%		73.00%
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	2.60%		3.10%		2.20%
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected dividend rates	2.00%		2.00%		1.30%
Warrant | Lower Limit
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)	7.5		8.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.40%	[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	1.57%		3.06%
Warrant | Upper Limit
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)	17.5		18.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.50%	[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	2.88%		4.18%
Put Option | Lower Limit
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)			0.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities			25.60%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates			0.23%
Put Option | Upper Limit
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)	2.0	[2]	3.0
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	31.50%	[1],[2]	44.60%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	0.31%	[2]	1.05%

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

[2] Historically, three scenarios have been used to estimate the fair value of the put options. Two of the scenarios’ terms expired prior to December 31, 2011. Therefore, the assumptions at December 31, 2011 only include one scenario.