Derivatives and Financial Instruments - Additional Information (Detail)	12 Months Ended		1 Months Ended				12 Months Ended		1 Months Ended	12 Months Ended
	Dec. 31, 2011 USD ($)	Dec. 31, 2010 USD ($)	Apr. 30, 2011 Interest Rate Swap USD ($)	May 31, 2011 Foreign Currency Option Contract USD ($)	Mar. 31, 2011 Foreign Currency Option Contract EUR (€)	Aug. 31, 2007 August 2007 Interest Rate Swap Agreement USD ($)	Dec. 31, 2011 August 2007 Interest Rate Swap Agreement USD ($)	Dec. 31, 2010 August 2007 Interest Rate Swap Agreement USD ($)	Sep. 30, 2005 September 2005 Interest Rate Swap Agreement USD ($)	Dec. 31, 2011 September 2005 Interest Rate Swap Agreement USD ($)	Dec. 31, 2010 September 2005 Interest Rate Swap Agreement USD ($)
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Notional amount of interest rate swap agreement			$ 400,000,000			$ 105,000,000			$ 100,000,000
Effective date of the fixed rate swap						Aug. 30, 2007			Apr. 25, 2006
Fixed interest rate paid						4.89%			4.68%
Swap agreement expiration						2012-05			2013-07
Effective fixed rate paid on debt						5.39%			5.28%
Fair value of the swap							1,700,000	6,400,000		6,300,000	9,400,000
Location of the swap on the Consolidated Balance Sheets	Unrealized income/expense is included in Accumulated other comprehensive income ("OCI")						Other non-current liabilities	Other non-current liabilities	Other non-current liabilities	Other non-current liabilities	Other non-current liabilities
Interest rate spread over LIBOR						0.50%			0.60%
Incremental expense resulting from interest rate swaps	9,300,000	9,200,000
Variable interest payments per the underlying debt							variable interest rates of 3 month LIBOR plus .50% for $105 million of debt			3 month LIBOR plus .60% for $100 million of debt
Spread added to variable interest rates of 3 month LIBOR							0.50%			0.60%
Fair value measurement inputs classified as Level 2	our interest rate swaps are carried at fair value measured on a recurring basis. Fair values are determined through the use of models that consider various assumptions, including time value, yield curves, as well as other relevant economic measures, which are inputs that are classified as Level 2 in the valuation hierarchy.	our interest rate swaps are carried at fair value measured on a recurring basis. Fair values are determined through the use of models that consider various assumptions, including time value, yield curves, as well as other relevant economic measures, which are inputs that are classified as Level 2 in the valuation hierarchy.
Foreign currency option fluctuations related to acquisition					We entered into a foreign currency option contract to reduce our exposure to fluctuations in the euro related to the planned CPT acquisition.
Notional amount of foreign currency contract					286,000,000
Expiration date of Euro to U.S. dollar contract		Jan. 07, 2011			May 13, 2011
Foreign currency contract strike price					1.4375
Sale of foreign currency option contract				1,000,000
Net cost of option contract				(2,100,000)
Notional amount of Euro to U.S. dollar contract		132,500,000
Fair value of the Euro to U.S. dollar contract		1,200,000
Average swap interest rate			3.65%
Expiration (termination) date			May 2011
Cost of expiration (termination)			$ 11,000,000