XML 43 R77.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative Financial Instruments Derivative Financial Instruments Narrative (Details) (USD $)
12 Months Ended 3 Months Ended 12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Sep. 30, 2011
Dec. 31, 2010
Dec. 31, 2012
Minimum [Member]
Dec. 31, 2012
Maximum [Member]
Dec. 31, 2012
contracts
Sep. 30, 2011
Euro Term Loan Interest Rate Swap [Member]
Jun. 30, 2011
Jun. 30, 2011
Dec. 31, 2012
Forward Contracts [Member]
Dec. 31, 2012
Net Investment Hedging [Member]
Net unrealized loss on hedging instruments $ (16,069,000) $ (14,380,000)   $ (10,034,000)               $ 14,400,000
Derivative, Number of Instruments Held             6          
Pay fixed interest rate in interst rate swap             1.00% 6.59% 2.11% 2.15%    
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net             629,000          
Long-term Debt 417,500,000 452,502,000                    
Percentage rate above EURIBOR receive on interest rate swap     2.00%         2.00%        
Derivative, Description of Variable Rate Basis Interbank Offered Rate (EURIBOR), plus 2%.                      
Notional amount of interest rate swaps             200,000,000   100,000,000 100,000,000    
Cash Payment to Terminate Interest Rate Swap               2,900,000        
Number of USD Term Loan Interest Rate Derivatives Expired 2                      
Number of foreign exchange forward contracts entered into YTD                     560  
Notional amount of foreign currency forward contracts         $ 120,000 $ 51,000,000