Share-Based Compensation Plans - Assumption Used in Option Valuation Model (Detail) - $ / shares		12 Months Ended
		Oct. 31, 2015	Oct. 31, 2014	Oct. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions and Methodology [Abstract]
Expected life	[1]	2 years 1 month 25 days	2 years 1 month 25 days	5 years 4 months 13 days
Expected stock price volatility	[2]	18.90%	19.00%	38.80%
Expected dividend yield	[3]	2.40%	2.40%	2.40%
Risk free interest rate	[4]	0.80%	0.60%	1.80%
Stock price (usd per share)	[5]	$ 30.3	$ 26.6
Weighted average fair value of option grants (usd per share)				$ 7.5

[1] For TSR awards valued under the Monte Carlo simulation model, the expected life represents the remaining performance period of the awards. For stock options valued under the Black-Scholes options-pricing model, the expected life is based on observed historical exercise patterns of the previously granted options adjusted to reflect the change in vesting and expiration dates.

[2] For the Monte Carlo simulation model, the expected volatility for each grant is determined based on the historical volatility of our common stock over a period equal to the remaining term of the performance period from the date of grant for all awards. For the Black-Scholes options-pricing model, the expected volatility is based on considerations of implied volatility from publicly traded and quoted options on our common stock and the historical volatility of our common stock.

[3] The dividend yield is based on the historical dividend yield over the expected life of the awards granted.

[4] For the Monte Carlo simulation and Black-Scholes options-pricing models, the risk-free interest rate is based on the continuous compounded yield on U.S. Treasury Constant Maturity Rates with varying remaining terms. For TSR awards valued under the Monte Carlo simulation model, the remaining term is determined over a period of time that is commensurate with the performance period from the grant date. For stock option awards valued under the Black-Scholes options-pricing models, the remaining term is equal to the expected term of the option.

[5] The stock price is the closing price of our common stock on the valuation date.