v3.3.1.900

Stock-Based Compensation - Valuation of Stock Options (Details) - USD ($) $ / shares in Units, $ in Millions	12 Months Ended
	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013
Black-Scholes option valuation model assumptions
Aggregate intrinsic value of stock options outstanding	$ 24.7
Aggregate intrinsic value of stock options exercisable	$ 22.3
Stock options
Black-Scholes option valuation model assumptions
Dividend yield percentage	0.00%	0.00%	0.00%
Stock options | Minimum
Black-Scholes option valuation model assumptions
Risk-free interest rate (as a percent)	1.38%	1.72%	0.99%
Volatility factor (as a percent)	27.16%	29.05%	37.54%
Expected term of options	5 years 3 months 18 days	5 years 2 months 12 days	5 years 4 months 24 days
Weighted-average grant-date fair value (in dollars per share)	$ 12.25	$ 13.79	$ 15.59
Stock options | Maximum
Black-Scholes option valuation model assumptions
Risk-free interest rate (as a percent)	1.80%	1.85%	1.54%
Volatility factor (as a percent)	27.85%	35.02%	42.23%
Expected term of options	5 years 4 months 24 days	5 years 3 months 18 days	5 years 6 months
Weighted-average grant-date fair value (in dollars per share)	$ 15.05	$ 17.21	$ 17.20

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The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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Amount of difference between fair value of the underlying shares reserved for issuance and exercise price of fully vested and expected to vest options that are exercisable.

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Amount by which the current fair value of the underlying stock exceeds the exercise price of fully vested and expected to vest options outstanding.

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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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