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Financial Instruments: Derivatives and Hedging (Details) (Interest Rate Swap, USD $)	0 Months Ended	3 Months Ended
	Sep. 27, 2012	Mar. 31, 2013
Interest Rate Swap
Financial Instruments: Derivatives and Hedging
Term pursuant to interest rate swap agreement	5 years
Notional Value		$ 400,000,000
Strike Rate (as a percent)		0.75%
Fair Value		(778,000)
Unrealized gains or losses on derivative financial instruments in accumulated other comprehensive income		400,000
Amount estimated to be reclassified into earnings within next 12 months		200,000
Interest reclassified from accumulated other comprehensive income into interest expense		$ (500,000)

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Fixed interest rate related to the interest rate derivative.

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- Definition

The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

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- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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

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- Definition

Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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- Definition

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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Net of tax amount of the income statement impact of the reclassification adjustment of accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges realized in net income. Also includes reclassification adjustments of an entity's share of an equity investee's deferred hedging gain (loss) realized in net income.

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