Fair Value Measurements, Call Option FV Assumption Table (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2012 basispoints		Sep. 30, 2012 basispoints		Sep. 30, 2011
Fair Value Disclosures [Abstract]
Stock price at September 30, 2012	$ 58.39		$ 58.39
Quarterly dividend yield (per share) upon purchase of the Call Option			$ 0.24	[1]
Risk-free interest rate			0.27%	[2]
Credit spread (basis points)	266	[3]	266	[3]
Cash dividend paid per share	$ 0.25		$ 0.75		$ 0.72
Expected volatility rate			25.00%	[4]

[1] Recent quarterly dividends have been $0.25 per share, but the model assumes a discrete $0.24 per share quarterly dividend as was paid at the inception of the Call Options. Quarterly dividends in excess of $0.24 per share do not affect the Call Options' value due to anti-dilution adjustments.

[2] The risk-free rate was based on the two-year Constant Maturity Treasury rate and the three-year Constant Maturity Treasury rate on September 30, 2012, compounded semi-annually.

[3] The credit spread is based on the Company's long-term credit rating of BB- issued by Standard & Poor’s and a senior unsecured credit rating of Ba3 issued by Moody’s.

[4] The volatility rate was based on both observed volatility, which is based on the Company’s historical stock price, and implied volatility from the Company’s traded options. Such volatility was further adjusted to take into consideration market participant risk tolerance. The stock price of the Company generally has the greatest influence on the fair values of both the Call Options and Bifurcated Conversion Feature. Between December 31, 2011 and September 30, 2012, the change in the expected volatility rate as well as the change in the Company's credit spread also had a material impact on the values of these derivatives.