Fair Value Disclosures (Detail) - Assets And Liabilities Measured At Fair Value On Recurring Basis (USD $) In Thousands, unless otherwise specified	Jun. 30, 2014		Dec. 31, 2013
Assets:
Assets measured at fair value on a recurring basis	$ 34,408		$ 32,671
Fair Value, Inputs, Level 1 | Deferred compensation plan assets
Assets:
Assets measured at fair value on a recurring basis	7,540	[1]	7,775	[1]
Fair Value, Inputs, Level 2
Assets:
Assets measured at fair value on a recurring basis	26,868	[2]	24,896	[2]
Liabilities:
Liabilities measured at fair value on a recurring basis	43,624		43,091
Fair Value, Inputs, Level 2 | Foreign currency forward contracts
Assets:
Assets measured at fair value on a recurring basis	8	[2]	116	[2]
Liabilities:
Liabilities measured at fair value on a recurring basis	14	[2]	176	[2]
Fair Value, Inputs, Level 2 | Interest rate swap contract
Liabilities:
Liabilities measured at fair value on a recurring basis	4,870	[3]	6,505	[3]
Fair Value, Inputs, Level 2 | Deferred compensation plan assets
Assets:
Assets measured at fair value on a recurring basis	26,860	[1]	24,780	[1]
Fair Value, Inputs, Level 2 | Deferred compensation plan liabilities
Liabilities:
Liabilities measured at fair value on a recurring basis	$ 38,740	[1]	$ 36,410	[1]

[1] The Company has a deferred compensation plan for the benefit of certain highly compensated employees. The assets consist of investments in money market and mutual funds, and company-owned life insurance contracts, all of which are valued based on Level 1 or Level 2 valuation inputs. The related deferred compensation plan liabilities are recorded at fair value, or the estimated amount needed to settle the liability, which the Company considers to be based on a Level 2 input.

[2] The Company enters into foreign currency forward exchange contracts to hedge the effects of adverse fluctuations in foreign currency exchange rates. Valuation of the foreign currency forward contracts is based on observable foreign currency exchange rates in active markets, which the Company considers a Level 2 input.

[3] The Company has an interest rate swap contract which hedges the forecasted interest payments on its borrowings (see Note 7 — Debt). To determine the fair value of this over-the-counter financial instrument, the Company relies on a mark-to-market valuation prepared by a third-party broker. The valuation is based on observable interest rates from recently executed market transactions or broker quotes corroborated by other observable market data. Accordingly, the fair value of the swap is determined under a Level 2 input. The Company independently corroborates the reasonableness of the swap valuation prepared by the third-party broker through the use of an electronic quotation service.