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Assumptions used in Black-Scholes Model (Detail)	3 Months Ended		9 Months Ended
Assumptions used in Black-Scholes Model (Detail)	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Expected term (in years)	6 years	5 years 9 months	6 years	5 years 9 months
Expected volatility	27.52%	27.70%	27.90%	27.41%
Expected dividend yield	0.00%	0.00%	0.00%	0.00%
Risk free interest rate	0.79%	1.38%	1.06%	2.23%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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