Schedule of Notional Amounts of Financial Instruments (Detail) In Millions, unless otherwise specified	Jun. 30, 2013 Embedded derivative Not designated as hedging instrument USD ($)	Dec. 31, 2012 Embedded derivative Not designated as hedging instrument USD ($)	Jun. 30, 2013 Zero cost collar derivative Cash flow hedging Zero cost collar to sell u s dollar for brazilian real Other contract Designated as hedging instrument USD ($)		Dec. 31, 2012 Zero cost collar derivative Cash flow hedging Zero cost collar to sell u s dollar for brazilian real Other contract Designated as hedging instrument USD ($)	Jun. 30, 2013 Forward contracts Foreign exchange contracts to sell indian rupee for u s dollar Foreign exchange contract Not designated as hedging instrument INR		Dec. 31, 2012 Forward contracts Foreign exchange contracts to sell indian rupee for u s dollar Foreign exchange contract Not designated as hedging instrument INR	Jun. 30, 2013 Forward contracts Foreign exchange contracts to sell thai baht for u s dollar Foreign exchange contract Not designated as hedging instrument THB		Dec. 31, 2012 Forward contracts Foreign exchange contracts to sell thai baht for u s dollar Foreign exchange contract Not designated as hedging instrument THB	Jun. 30, 2013 Forward contracts Foreign exchange contracts to sell u s dollar for turkish iira Foreign exchange contract Not designated as hedging instrument USD ($)		Dec. 31, 2012 Forward contracts Foreign exchange contracts to sell u s dollar for turkish iira Foreign exchange contract Not designated as hedging instrument USD ($)	Jun. 30, 2013 Forward contracts Cash flow hedging Foreign exchange contracts to sell brazilian real for u s dollar Foreign exchange contract Designated as hedging instrument BRL		Dec. 31, 2012 Forward contracts Cash flow hedging Foreign exchange contracts to sell brazilian real for u s dollar Foreign exchange contract Designated as hedging instrument BRL	Jun. 30, 2013 Forward contracts Cash flow hedging Foreign exchange contracts to sell british pounds for brazilian real Foreign exchange contract Designated as hedging instrument GBP (£)		Dec. 31, 2012 Forward contracts Cash flow hedging Foreign exchange contracts to sell british pounds for brazilian real Foreign exchange contract Designated as hedging instrument GBP (£)	Jun. 30, 2013 Forward contracts Cash flow hedging Foreign exchange contracts to sell european euro for brazilian real Foreign exchange contract Designated as hedging instrument EUR (€)		Dec. 31, 2012 Forward contracts Cash flow hedging Foreign exchange contracts to sell european euro for brazilian real Foreign exchange contract Designated as hedging instrument EUR (€)	Jun. 30, 2013 Forward contracts Cash flow hedging Foreign exchange contracts to sell european euro for polish zloty Foreign exchange contract Designated as hedging instrument EUR (€)		Dec. 31, 2012 Forward contracts Cash flow hedging Foreign exchange contracts to sell european euro for polish zloty Foreign exchange contract Designated as hedging instrument EUR (€)	Jun. 30, 2013 Forward contracts Cash flow hedging Foreign exchange contracts to sell u s dollar for brazilian real Foreign exchange contract Designated as hedging instrument USD ($)		Dec. 31, 2012 Forward contracts Cash flow hedging Foreign exchange contracts to sell u s dollar for brazilian real Foreign exchange contract Designated as hedging instrument USD ($)	Jun. 30, 2013 Swap Interest rate swap Not designated as hedging instrument USD ($)	Dec. 31, 2012 Swap Interest rate swap Not designated as hedging instrument USD ($)
Derivative [Line Items]
Sell notional						40	[1]	140	36	[1]	261	$ 0	[1]	$ 56	585	[2]	0	£ 4	[2]	£ 13	€ 22	[2]	€ 13	€ 146	[2]	€ 149	$ 390	[2]	$ 238
Zero cost collar derivative notional			18	[2]	18
Embedded derivative (in USD)	0	150
Interest rate contracts (in USD)																														$ 0	$ 150	[3]

[1] These contracts had maturities of one year or less as of June 30, 2013.

[2] These contracts had maturities of three years or less as of June 30, 2013.

[3] Includes $150 million floating-to-fixed interest rate swap notional to offset the embedded derivative.