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Derivatives And Fair Value Measurements (Narrative) (Details) (USD $)
3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended 3 Months Ended 9 Months Ended
Jun. 29, 2013
Jun. 30, 2012
Jun. 29, 2013
Jun. 30, 2012
Jan. 01, 2011
Y
Jun. 28, 2008
Jun. 29, 2013
Forward Contracts [Member]
Jun. 30, 2012
Forward Contracts [Member]
Jun. 29, 2013
Forward Contracts [Member]
Jun. 30, 2012
Forward Contracts [Member]
Apr. 08, 2011
Treasury Rate Lock Hedge Contracts [Member]
Jun. 29, 2013
Interest Rate Swaps [Member]
Jun. 30, 2012
Interest Rate Swaps [Member]
Jun. 29, 2013
Interest Rate Swaps [Member]
Jun. 30, 2012
Interest Rate Swaps [Member]
Sep. 29, 2012
Interest Rate Swaps [Member]
Jun. 28, 2008
Interest Rate Swaps [Member]
Jun. 29, 2013
First Interest Rate Swaps Contracts [Member]
Rate
Jun. 28, 2008
First Interest Rate Swaps Contracts [Member]
Rate
Jun. 28, 2008
Second Interest Rate Swaps Contracts [Member]
Rate
Jun. 28, 2008
Third Interest Rate Swaps Contracts [Member]
Rate
Jun. 29, 2013
Malaysian Operations [Member]
Forward Contracts [Member]
Sep. 29, 2012
Malaysian Operations [Member]
Forward Contracts [Member]
Jun. 29, 2013
Term Loans New Credit Facility [Member]
May 15, 2012
Term Loans New Credit Facility [Member]
Jun. 29, 2013
Senior Notes [Member]
Mar. 30, 2013
Senior Notes [Member]
Sep. 29, 2012
Senior Notes [Member]
Derivatives And Fair Value Measurements [Line Items]                                                        
Senior Notes                                                   $ 175,000,000 $ 175,000,000 $ 175,000,000
Foreign Currency Contracts, Liability, Fair Value Disclosure                                           1,100,000            
Notional amount of forward exchange contracts                                           49,500,000            
Foreign Currency Contract, Asset, Fair Value Disclosure                                             1,100,000          
Credit facility outstanding at end of period                                               75,000,000 90,000,000      
Proceeds from settlement of treasury rate lock contracts                     2,300,000                                  
Amortization period of treasury rate lock settlement, years         7                                              
Fixed interest rate                                   0.875% 4.415% 4.49% 4.435%              
Notional amount of interest rate swap contracts                                 150,000,000                      
Amount of Gain or (Loss) Reclassified from Accumulated OCI into Income (Effective Portion) 2,191,000 0 2,191,000 0                   2,031,000                            
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net 0 0 0 0     (872,000) (1,631,000) (970,000) 761,000   414,000 23,000 1,219,000 38,000                          
Conversion of variable rate term loan into fixed rate debt           150,000,000                                            
Interest Rate Cash Flow Hedge Derivative at Fair Value, Net                       (414,000)   (414,000)   (1,700,000)                        
Notional Amount of Interest Rate Cash Flow Hedge Derivatives $ 75,000,000   $ 75,000,000