v2.4.0.8
Stock-Based Compensation (Details 6) (Stock options, USD $)
12 Months Ended
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2011
Black-Scholes option valuation model assumptions      
Dividend yield percentage 0.00%    
Minimum
     
Black-Scholes option valuation model assumptions      
Risk-free interest rate (as a percent) 0.99% 0.82% 1.08%
Volatility factor (as a percent) 37.54% 40.36% 34.68%
Expected term of options 5 years 4 months 24 days 5 years 10 months 24 days 5 years 1 month 6 days
Weighted-average grant-date fair value (in dollars per share) $ 15.59 $ 10.60 $ 8.07
Maximum
     
Black-Scholes option valuation model assumptions      
Risk-free interest rate (as a percent) 1.54% 1.33% 2.57%
Volatility factor (as a percent) 42.23% 41.12% 38.92%
Expected term of options 5 years 6 months 6 years 6 years
Weighted-average grant-date fair value (in dollars per share) $ 17.20 $ 13.70 $ 14.42