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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