When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12

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- Definition

Effective interest rate for the funds borrowed under the debt agreement considering interest compounding and original issue discount or premium.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Section 02
-Paragraph 22
-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
-SubTopic 30
-Section 45
-Paragraph 2
-URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28551-108399

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.22(a)(1))
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

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Fixed interest rate related to the interest rate derivative.

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- Definition

The date the entity entered into the derivative.

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- Definition

The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44C
-Subparagraph b
-Clause 4
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4C
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624171-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4D
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=6935481&loc=SL5624177-113959

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 205G
-LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The date the derivative matures.

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The minimum amount the entity agreed to spend under the long-term purchase commitment.

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- Definition

Aggregate notional amount of all derivatives. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Glossary Notional Amount
-URI http://asc.fasb.org/extlink&oid=6519104

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Date of subsequent event occurrence or of indication that subsequent event occurred.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 855
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=6842918&loc=SL6314017-165662

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Long Term Borrowings Amount of Carrying Value Below Fair Value

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Long-term Borrowing, Amount of Carrying Value Exceeding Fair Value

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Notional Amount of Derivatives as of Expiration Date

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Notional Amount of Derivatives Quarterly Amortization

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Notional Amount Of Derivatives, Terminations

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Payment On Early Termination Of Interest Rate Swap Agreement

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DERIVATIVE FINANCIAL INSTRUMENTS AND FAIR VALUE MEASUREMENTS - Additional Information Addition Information (Detail) (USD $)	3 Months Ended		6 Months Ended			1 Months Ended			3 Months Ended		6 Months Ended		3 Months Ended			6 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010	Feb. 28, 2009 Interest Rate Swap with Fixed Rate of Three Month LIBOR at 5.045%	Jun. 30, 2007 Interest Rate Swap with Fixed Rate of Three Month LIBOR at 5.045%	Feb. 28, 2009 Interest Rate Swap with Fixed Rate of Three Month LIBOR at 5.026%	Jun. 30, 2011 Interest Rate Swap with Three Month LIBOR at 2.005% Plus Applicable Margin	Dec. 31, 2009 Interest Rate Swap with Three Month LIBOR at 2.005% Plus Applicable Margin	Jun. 30, 2011 Interest Rate Swap with Three Month LIBOR at 2.005% Plus Applicable Margin	Dec. 17, 2009 Interest Rate Swap with Three Month LIBOR at 2.005% Plus Applicable Margin	Jun. 30, 2011 Interest Rate Swap Fixed Rate of 1 Point 8695 Percent July 2011 Through September 2013 Subsequent Event	Jun. 30, 2011 Interest Rate Swap Fixed Rate of 1 Point 8695 Percent September 2013 Through September 2014 Subsequent Event	Jun. 30, 2011 Interest Rate Swap Fixed Rate of 1 Point 8695 Percent September 2014 Through June 2015 Subsequent Event	Jun. 30, 2011 Interest Rate Swap Fixed Rate of 1 Point 8695 Percent Subsequent Event	Jun. 30, 2011 Currency, Mexican Pesos	Jun. 30, 2011 Currency, Polish Zloty
Derivative [Line Items]
Fixed and effective interest rate swap agreements			During the second quarter of 2007, we entered into two interest rate swap agreements with an aggregate notional principal amount of $480.0 million. These interest rate swaps effectively fixed three-month LIBOR at 5.045%, for a then-effective interest rate of 6.795%, including the applicable margin, for $480.0 million of our variable rate debt under our senior secured credit facility. In February 2009, we reduced the notional principal amount of the interest rate swaps by $32.8 million and paid termination fees of approximately $2.6 million. The termination fees, or deferred losses, related to the terminated portion of the swaps were amortized to interest expense over the original life of the interest rate swaps, through December 31, 2010. As a result of the reduced notional amount of the swaps, three-month LIBOR was effectively fixed at 5.026%, for a then-effective interest rate of 6.776%, including the applicable margin. We initially designated the swaps as hedging instruments and recorded changes in the fair value of these interest rate swaps as a component of accumulated other comprehensive income. We discontinued cash flow hedge accounting treatment for the interest rate swap agreements effective April 1, 2009. The deferred losses on the interest rate swaps previously charged to accumulated other comprehensive income were amortized to interest expense and subsequent changes in the fair value of the swaps were recognized in earnings as a component of interest expense until the swaps expired on December 31, 2010. On December 17, 2009, we entered into an interest rate swap agreement with an initial notional amount of $300.0 million to fix three-month LIBOR at 2.005%, for an effective rate of 4.255%, including the applicable margin, for $300.0 million of our variable rate debt under our prior senior secured credit facility. The effective date of this agreement was December 31, 2010. The notional amount of $300.0 million amortizes by $40.0 million at the end of every quarter until it reaches $100.0 million for the quarter ended June 30, 2012, the expiration date. The swap was designated as, and qualified as, a cash flow hedge through the termination of the prior senior secured credit facility on June 27, 2011. During the three and six months ended June 30, 2011, as a result of the termination of the prior senior secured credit facility, pre-tax losses of $2.6 million were reclassified from accumulated other comprehensive income to earnings as a component of interest expense. This interest rate swap remains in effect and subsequent changes in the fair value of this swap will be recognized in earnings as a component of interest expense until the swap expires. On July 6, 2011, we entered into an interest rate swap agreement with an initial notional amount of $186.3 million. The effective date of this agreement is June 30, 2012, the expiration date of our existing interest rate swap. Under the swap agreement, we are required to make quarterly payments at a fixed interest rate of 1.8695% per annum to the counterparty on an amortizing notional amount in exchange for receiving variable payments based on the three-month LIBOR interest rate for the same notional amount. After giving effect to the swap agreement, our effective interest rate for the notional amount, based on the current applicable margin under the new senior secured credit facility of 1.75% per annum, will be 3.6195% per annum. The initial notional amount of $186.3 million amortizes quarterly by (i) $2,812,500 from the effective date through the quarter ended September 30, 2013, (ii) $5,625,000 from September 30, 2013 through the quarter ended September 30, 2014, and (iii) $8,437,500 from September 30, 2014 until June 30, 2015, the expiration date of the agreement. The swap is designated as and qualifies as a cash flow hedge.
Notional amount of derivatives							$ 480,000,000					$ 300,000,000				$ 186,300,000
Effective date of swap agreement																Jun. 30, 2012
Fixed interest rate under swap agreement							5.045%	5.026%				2.005%				1.8695%
Effective Interest Rate of Variable Rate Debt							6.795%	6.776%				4.255%				3.6195%
Notional Amount of Interest Rate Swap terminated						32,800,000
Termination Fees of Interest Rate Swap						2,600,000
Amortization of Notional Amount										40,000,000			2,812,500	5,625,000	8,437,500
Interest rate swap, expiration date										Jun. 30, 2012
Minimum notional amount of interest rate swap at the date of expiration												100,000,000
Pre-tax losses reclassified from accumulated other comprehensive income to earnings	(3,700,000)	(4,400,000)	(5,000,000)	(8,900,000)					(2,600,000)		(2,600,000)
Subsequent Events Date																Jul. 06, 2011
Purchase commitment to be settled with foreign currency, dollar value																	10,700,000	300,000
Fair value of long term debt in excess of carrying value					10,600,000
Fair value of long term debt below of carrying value	$ 5,500,000		$ 5,500,000