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No authoritative reference available.

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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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No definition available.

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Fair values as of the balance sheet date of all assets resulting from contracts that meet the criteria of being accounted for as derivative instruments which are expected to exist longer than one year or beyond the normal operating cycle, if longer, net of the effects of master netting arrangements.

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The portion of a hedge deemed to be ineffective that is reflected in current period results of operations.

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Fair value as of the balance sheet date of all foreign currency derivative assets designated as cash flow hedging instruments.

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The net realized foreign currency transaction gain (loss) (pretax) included in determining net income from transactions that were settled as of the balance sheet date.

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The net gain (loss) during the reporting period due to ineffectiveness in foreign currency cash flow hedges. Recognized in earnings.

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Aggregate impact of foreign currency derivatives on earnings for the period. Includes impact of foreign currency cash flow hedge ineffectiveness and the ineffectiveness of fair value hedging derivatives and full change in fair value of the foreign currency derivatives not designated as hedging instruments.

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Aggregate notional amount of all foreign currency derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Aggregate notional amount of foreign currency exchange rate derivatives. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

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Net of tax effect change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges after taxes. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk. The change includes an entity's share of an equity investee's increase or decrease in deferred hedging gains or losses. While for technical reasons this element has no balance attribute, the default assumption is a credit balance consistent with its label.

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Financial Instruments (Details) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended	12 Months Ended			3 Months Ended	6 Months Ended
	Jun. 02, 2012 USD ($)	Mar. 03, 2012 USD ($)	Jun. 02, 2012 USD ($)	Dec. 01, 2012 USD ($)	Mar. 03, 2012 CHF	Dec. 03, 2011 USD ($)	Jun. 02, 2012 Interest Rate Swap [Member] USD ($)	Jun. 02, 2012 First Cross Currency Swap [Member] USD ($)	Jun. 02, 2012 Second Cross Currency Swap [Member] USD ($)
Cross Currency Swaps [Abstract]
Notional amount of cross currency swaps	$ 151,598		$ 151,598					$ 52,860	$ 98,738
Fair value of cross currency swaps	7,267		7,267					2,780	4,487
Cross currency hedge ineffectiveness			476
Cross currency amount in AOCI			855	474
Fiscal year of expiration								2014	2015
Interest rate minimum								4.15%	4.30%
Interest rate maximum								4.30%	4.45%
Value of hedged item in a fair value hedge							75,000
Foreign currency		(1,356)
Change in Fair Value of Senior Notes							(8,543)
The fair values of the swaps (assets) in total							8,930
Hedge ineffectiveness							138
Mark to market gain	(4)	11,625	11,621
Notional Amount of Foreign Currency Derivatives						100,000
Foreign Currency Contract Foreign Currency Amount					370,000