DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES - Additional Information (Detail)	12 Months Ended
	Dec. 31, 2012 USD ($)	Dec. 31, 2010 USD ($)	Dec. 31, 2011 USD ($)	Dec. 31, 2011 JPY (¥)
Derivative Instruments, Gain (Loss) [Line Items]
Time hedged in interest rate fair value hedges		9 years
Derivative notional amount, Total		$ 250,000,000
Interest rate of Senior Notes		4.625%
Description of terms of Interest rate Derivatives terms		Receive a fixed interest rate of 4.625 percent and pay variable interest equal to the three-month LIBOR plus an average of 133 basis points
Description of variable interest rate basis		Three-month LIBOR
Interest rate swap basis spread on variable rate		1.33%
Expected months of hedging of intercompany sales of inventory to minimize the effects of foreign exchange rate movements	30 Months
Notional amounts of outstanding forward contracts and options entered into with third parties to purchase U.S. Dollars	1,548,800,000
Notional amounts of outstanding forward contracts entered into with third parties to purchase Swiss Francs	303,900,000
Minimum notional amounts of foreign currency forward exchange contracts	1,200,000,000
Maximum notional amounts of foreign currency forward exchange contracts	1,700,000,000
Senior Credit Facility	100,000,000		143,000,000
Notional amount of cross currency interest rate swap agreement				11,798,000,000
Fair value of outstanding derivative instruments, net unrealized gain deferred in other comprehensive income	4,800,000
Fair value of outstanding derivative instruments, unrealized loss net of taxes deferred in other comprehensive income	4,100,000		(10,100,000)
Fair value of outstanding derivative instruments, net unrealized loss expected to be reclassified to earnings	5,300,000
Fair value of outstanding derivative instruments, unrealized gain net of taxes expected to be reclassified to earnings	$ 4,500,000