Derivative Financial Instruments (Details) (USD $)	3 Months Ended			1 Months Ended
	Nov. 19, 2011 ForwardStartingSwap	Nov. 20, 2010	Dec. 12, 2011	Nov. 30, 2010 Loss on expired swaps [Member]	Nov. 20, 2010 Forward Starting Swap, One [Member]	Nov. 20, 2010 Forward Starting Swap, Two [Member]	Nov. 20, 2010 Forward Starting Swap, Three [Member]
Derivative [Line Items]
Notional amount of forward swaps					$ 150,000,000	$ 150,000,000	$ 100,000,000
Fixed rates of the hedges based on LIBOR					3.15%	3.13%	2.57%
Losses recognized in OCI upon expiration of swaps				11,700,000
Derivative Financial Instruments (Textuals) [Abstract]
Number of forward starting swaps	3
Senior notes issued during period	0	500,000,000
Derivative description of terms	The swaps were benchmarked based on the 3-month London InterBank Offered Rate.
Derivative instrument, variable interest rate months of LIBOR	3 months
Ineffective portion recognized of forward starting swaps	0
Accumulated other comprehensive loss related to net unrealized gain (loss), net of tax	4,200,000
Net realized losses associated with terminated interest derivatives reclassified from accumulated other comprehensive loss to interest expense	406,000	43,000
Expected losses reclassified to interest expense			$ 1,700,000