Stock-Based Compensation Plans - Assumptions Used for the Black-Scholes Option-Pricing Model to Determine the Per Share Weighted Average Fair Value for Options Granted (Detail)	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Expected life (years)	5 years	5 years	5 years
Risk-free interest rate	0.40%	1.60%	2.60%
Expected volatility	31.20%	26.80%	25.90%
Expected dividend yield	0.40%	0.60%	0.80%

No definition available.

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- Definition

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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- Definition

The estimated measure of the minimum 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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No definition available.

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- Definition

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

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No definition available.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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-Name Accounting Standards Codification
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