Derivatives And Fair Value Measurements (Narrative) (Details) (USD $) In Millions, unless otherwise specified					0 Months Ended	3 Months Ended				1 Months Ended
	Mar. 31, 2012	Dec. 31, 2011	Oct. 01, 2011	Jun. 30, 2008	Apr. 08, 2011 Treasury Rate Lock Hedge Contracts [Member] Y	Apr. 02, 2011 Treasury Rate Lock Hedge Contracts [Member]	Apr. 04, 2011 Treasury Rate Lock Hedge Contracts [Member]	Apr. 02, 2011 First Treasury Rate Lock Hedge Contracts [Member]	Apr. 02, 2011 Second Treasury Rate Lock Hedge Contracts [Member]	Jun. 30, 2008 Interest Rate Swaps [Member]	Jun. 30, 2008 Mature On April 4, 2013 [Member]	Jun. 30, 2008 First Interest Rate Swaps Contracts [Member]	Jun. 30, 2008 Second Interest Rate Swaps Contracts [Member]	Jun. 30, 2008 Third Interest Rate Swaps Contracts [Member]	Mar. 31, 2012 Mexican Operations [Member] Forward Contracts [Member]	Oct. 01, 2011 Mexican Operations [Member] Forward Contracts [Member]	Mar. 31, 2012 Malaysian Operations [Member]	Oct. 01, 2011 Malaysian Operations [Member]	Oct. 01, 2011 Malaysian Operations [Member] Forward Contracts [Member]
Derivatives And Fair Value Measurements [Line Items]
Notional amount of forward exchange contracts															$ 1.8		$ 49.5
Total fair value of the forward contracts liability															0.1	1.0	0.3	1.5	0.1
Credit facility						175				150
Fixed interest rate							2.88%	2.77%	2.72%			4.415%	4.49%	4.435%
Notional amount of treasury rate lock hedge contracts						150	25
Proceeds from settlement of treasury rate lock contracts					2.3
Amortization period of treasury rate lock settlement, years					7
Number of contracts										3
Notional amount of interest rate swap contracts		90.0									150.0
Debt instrument, maturity date											April 4, 2013
Conversion of variable rate term loan into fixed rate debt				150
Fair value of interest rate swap contracts liabilities	$ 3.4		$ 5.2