Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

+ Details

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- Definition

Derivative Amount Outstanding

+ References

No definition available.

+ Details

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- Definition

Number of additional forward starting interest rate swaps.

+ References

No definition available.

+ Details

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- Definition

Average fixed interest rate related to the group of interest rate derivatives.

+ References

No definition available.

+ Details

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- Definition

Cap rate on an interest rate derivative such as an interest rate cap or collar. If market rates exceed the cap rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

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- Definition

The premium (cost) of a hedge, expensed during the period.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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- Details

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Period Type:	duration

- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

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- Definition

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

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4B

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=35706170&loc=SL5624163-113959

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Financial Instruments - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010 Derivative	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Maturity date of interest rate cash flow hedges	Dec. 01, 2013
Derivative cap interest rate	7.00%us-gaap_DerivativeCapInterestRate
Premium paid on interest rate cap	$ 740,000us-gaap_DerivativeCostOfHedge
Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps	6	4
Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Maturity date of interest rate cash flow hedges		May 01, 2015
Fixed rate payable on interest rate swap		2.38%
Interest Rate Swap
Derivative [Line Items]
Fair value of our interest rate swaps, liability			6,000,000	24,000,000
Interest Rate Swap \| Other Current Liabilities
Derivative [Line Items]
Fair value of our interest rate swaps, liability				19,000,000
Interest Rate Swap \| Other Noncurrent Liabilities
Derivative [Line Items]
Fair value of our interest rate swaps, liability				5,000,000
Fair Value Hedge
Derivative [Line Items]
Fair value of hedges outstanding			0	0	0
One Point Nine One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Average fixed rate payable on interest rate swap	1.91%
One Point Three Two Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Maturity date of interest rate cash flow hedges	Dec. 01, 2012
Fixed rate payable on interest rate swap	1.32%
One Point Nine Six Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Maturity date of interest rate cash flow hedges	Dec. 01, 2013
Fixed rate payable on interest rate swap	1.96%
Two Point Five Zero Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Maturity date of interest rate cash flow hedges	Dec. 01, 2014
Fixed rate payable on interest rate swap	2.50%
Cash Flow Hedging \| Interest Rate Cap from December Twenty Eleven to December Twenty Twelve
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	450,000,000
Cash Flow Hedging \| Interest Rate Cap from December Twenty Twelve to December Twenty Thirteen
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	400,000,000
Cash Flow Hedging \| Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	425,000,000
Cash Flow Hedging \| Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges		600,000,000
Cash Flow Hedging \| One Point Nine One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	225,000,000
Cash Flow Hedging \| One Point Three Two Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	75,000,000
Cash Flow Hedging \| One Point Nine Six Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	25,000,000
Cash Flow Hedging \| Two Point Five Zero Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges	$ 100,000,000