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Financial Instruments - Additional Information (Detail) (USD $) | 12 Months Ended |  |  |  |  | 12 Months Ended |  | 12 Months Ended |  |  |  |  | 3 Months Ended |  |
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Dec. 31, 2011 | Dec. 31, 2007 | Dec. 31, 2013 Fair Value Hedge | Dec. 31, 2012 Fair Value Hedge | Dec. 31, 2011 Fair Value Hedge | Dec. 31, 2011 Forward Starting Interest Rate Swaps Derivative | Dec. 31, 2010 Forward Starting Interest Rate Swaps Derivative | Dec. 31, 2011 One Point Nine One Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 One Point Three Two Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 One Point Nine Six Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 Two Point Five Zero Percent Forward Starting Interest Rate Swaps | Dec. 31, 2010 Two Point Three Eight Percent Forward Starting Interest Rate Swaps | Dec. 31, 2013 Interest Rate Swap | Dec. 31, 2012 Interest Rate Swap | Dec. 31, 2007 Interest Rate Swap | Dec. 31, 2013 Interest Rate Swap Other Current Liabilities | Dec. 31, 2013 Interest Rate Swap Other Noncurrent Liabilities | Dec. 31, 2007 Four Point Eight Seven Percent Forward Starting Interest Rate Swaps | Dec. 31, 2007 Four Point Seven Six Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 Cash Flow Hedging Interest Rate Cap from December Twenty Eleven to December Twenty Twelve | Dec. 31, 2011 Cash Flow Hedging Interest Rate Cap from December Twenty Twelve to December Twenty Thirteen | Dec. 31, 2011 Cash Flow Hedging Forward Starting Interest Rate Swaps | Dec. 31, 2011 Cash Flow Hedging One Point Nine One Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 Cash Flow Hedging One Point Three Two Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 Cash Flow Hedging One Point Nine Six Percent Forward Starting Interest Rate Swaps | Dec. 31, 2011 Cash Flow Hedging Two Point Five Zero Percent Forward Starting Interest Rate Swaps | Dec. 31, 2010 Cash Flow Hedging Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items] |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fair value of hedges outstanding |  |  | $ 0 | $ 0 | $ 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Notional amount of interest rate cash flow hedges |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 150,000,000 |  |  | 75,000,000 |  | 450,000,000 | 400,000,000 | 425,000,000 | 225,000,000 | 75,000,000 | 25,000,000 | 100,000,000 | 600,000,000
Derivative cap interest rate | 7.00% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Premium paid on interest rate cap | 740,000 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Maturity date of interest rate cash flow hedges | Dec. 01, 2013 |  |  |  |  |  |  |  | Dec. 01, 2012 | Dec. 01, 2013 | Dec. 01, 2014 | May 01, 2015 |  |  |  |  |  | Oct. 01, 2011 | Oct. 01, 2012 |  |  |  |  |  |  |  |
Number of additional forward starting interest rate swaps |  |  |  |  |  | 6 | 4 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Average fixed rate payable on interest rate swap |  |  |  |  |  |  |  | 1.91% |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed rate payable on interest rate swap |  |  |  |  |  |  |  |  | 1.32% | 1.96% | 2.50% | 2.38% |  |  |  |  |  | 4.87% | 4.76% |  |  |  |  |  |  |  |
Number of interest rate swaps |  | 2 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Reduction in the notional amount of interest rate swap |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 50,000,000 |  |  |  |  |  |  |  |
Fair value of our interest rate swaps, liability |  |  |  |  |  |  |  |  |  |  |  |  | $ 24,000,000 | $ 41,000,000 |  | $ 19,000,000 | $ 5,000,000 |  |  |  |  |  |  |  |  |  |

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract. + References No definition available. + Details
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- Definition The premium (cost) of a hedge, expensed during the period. + References No definition available. + Details
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- Details
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- Definition Date the derivative contract matures, in CCYY-MM-DD format. + References No definition available. + Details
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- Definition Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 + Details
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