Derivatives (Narrative) (Detail) (USD $)	3 Months Ended	12 Months Ended	3 Months Ended					3 Months Ended	12 Months Ended	3 Months Ended		12 Months Ended	3 Months Ended
	Sep. 30, 2012 Contract	Jun. 30, 2012 Contract	Sep. 30, 2012 Interest Rate Risk Management [Member]	Mar. 31, 2012 Interest Rate Risk Management [Member]	Sep. 30, 2011 Interest Rate Risk Management [Member]	Mar. 31, 2011 Interest Rate Risk Management [Member]	Jun. 30, 2012 Interest Rate Risk Management [Member]	Sep. 30, 2012 Not Designated As Hedging Instrument [Member]	Jun. 30, 2012 Not Designated As Hedging Instrument [Member]	Sep. 30, 2012 Cash Flow Hedging [Member]	Sep. 30, 2011 Cash Flow Hedging [Member]	Jun. 30, 2012 Cash Flow Hedging [Member]	Sep. 30, 2012 Maximum [Member] Y
Derivative [Line Items]
Foreign exchange contracts maturity period, years													1
Foreign contracts maturing within 12 months								$ 161,700,000	$ 154,800,000	$ 468,000,000		$ 638,300,000
Ineffectiveness recognized			200,000	200,000	100,000	100,000				0	0
Fair value of derivatives contracts										11,500,000		29,800,000
Amount expected to be reclassified from AOCI to earnings within the next 12 months			600,000							17,900,000
Recognized net gain (losses) related to the change in forward points										600,000	3,600,000
Fair value of foreign currency derivatives not designated as hedges, asset	19,332,000	37,592,000						8,700,000	8,800,000
Number of interest rate swap contracts	1	1
Notional amount of interest rate derivatives			$ 20,300,000				$ 20,300,000