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Number of interest rate swap agreements.

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No definition available.

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Rate of fix margin over LIBOR.

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Interest rate stated in the contractual debt agreement.

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-Publisher SEC

-Name Regulation S-X (SX)

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Fixed interest rate related to the interest rate derivative.

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No definition available.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

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Fair value of all derivatives designated as interest rate fair value hedging instruments.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

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Net of tax effect change in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges after taxes. A cash flow hedge is a hedge of the exposure to variability in the cash flows of a recognized asset or liability or a forecasted transaction that is attributable to a particular risk. The change includes an entity's share of an equity investee's increase or decrease in deferred hedging gains or losses. While for technical reasons this element has no balance attribute, the default assumption is a credit balance consistent with its label.

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Derivative Financial Instruments (Details Textual)	3 Months Ended				3 Months Ended
Derivative Financial Instruments (Details Textual)	Apr. 01, 2012 USD ($) agreement	Apr. 03, 2011 USD ($)	Apr. 01, 2012 AUD	Jan. 01, 2012 USD ($)	Apr. 01, 2012 Fair Value Hedging [Member] Interest Rate Swap [Member] USD ($)	Apr. 03, 2011 Fair Value Hedging [Member] Interest Rate Swap [Member] USD ($)	Apr. 01, 2012 Minimum [Member]	Apr. 01, 2012 Maximum [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains recongized and recorded in earnings related to fair value hedge					$ 200,000	$ 1,000,000
Interest Rate Swaps [Abstract]
Notes bear interest at a rate	7.75%
Notional amount coincide with the terms of the non-recourse debt	100,000,000
Interest Rate Swap Agreements			50,900,000
Variable interest rate payment to the same counterparties							4.16%	4.29%
Ineffective portion of Fair value interest rate swap	0
Derivative Financial Instruments [Abstract]
Number of Interest Rate Swap Agreements	4
Fair value of the swap assets included as Other Non-Current Assests	7,200,000			7,400,000
Fixed interest rate on cash flow interest rate derivative	9.70%
Net unrealized gain (loss) recognized in the periods and recorded in accumulated other comprehensive income, net of tax	0	(200,000)
Fair value of the swap assets recorded as a component of other assets	100,000			0
Ineffective portion of Cash Flow Hedge interest rate swap	$ 0