Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended
Apr. 01, 2012	Apr. 03, 2011	Dec. 31, 2011
Derivative Instruments (Additional Textual) [Abstract]
Maturity period of forward contracts	Within three months
Derivative Instruments (Textual) [Abstract]
Total notional value of the Company's outstanding forward contracts, designated as foreign-currency cash-flow hedges	$ 37.0		$ 36.9
Total notional value of outstanding forward contracts, not designated as hedges under hedge accounting	32.1		37.6
Gains (losses) on other foreign-currency hedges recognized in interest income and other, net	1.1	1.8
Total fair value of derivative assets	0.1		0.1
Total fair value of derivative liabilities	$ 1.3		$ 3.0
Cash Flow Hedging [Member]
Derivative Instruments (Additional Textual) [Abstract]
Maturity period of forward contracts	Within twelve months
Period to evaluate and calculate the effectiveness of each hedge	at least quarterly

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, net of the effects of master netting arrangements.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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- Definition

Fair values as of the balance sheet date of all liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments, net of the effects of master netting arrangements.

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