Assumptions Utilized for Estimating Fair Value of Option Grants (Detail)	3 Months Ended
Jul. 02, 2011 Year	Jul. 03, 2010 Year
Stock Options Black-Scholes assumptions (weighted average):
Volatility	27.20%	28.34%
Expected life (years)	4.9	5.0
Risk-free interest rate	1.65%	2.64%
Dividend yield	0.00%	0.00%

The period of time an equity-based award is expected to be outstanding. An equity-based award's expected term is generally determined based on, among other factors, the instrument's contractual term and the effects of employees' expected exercise and post-vesting employment termination behavior.

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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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