Share-Based Compensation (Black-Scholes Pricing Model Assumptions) (Details) - $ / shares	12 Months Ended
Dec. 31, 2017	Dec. 31, 2016
Assumptions of Black-Scholes option pricing model
Expected dividend yield	3.31%	3.30%
Risk-free interest rate	2.05%	1.39%
Expected stock price volatility	26.70%	27.90%
Expected life of options — in years	6 years	6 years 6 months
Weighted average fair value of options granted (USD per share)	$ 9.94	$ 6.15

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 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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- Definition

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

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- Definition

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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- Definition

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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Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
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-Subparagraph (SAB Topic 14.D.2)
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