Fair Value Disclosures (Detail) - Assets And Liabilities Measured At Fair Value On Recurring Basis - USD ($) $ in Thousands		Jun. 30, 2015	Dec. 31, 2014
Assets:
Assets measured at fair value on a recurring basis		$ 35,688	$ 35,108
Fair Value, Inputs, Level 1 | Deferred compensation plan assets
Assets:
Assets measured at fair value on a recurring basis	[1]	7,447	7,650
Fair Value, Inputs, Level 2
Assets:
Assets measured at fair value on a recurring basis		28,241	27,458
Liabilities:
Liabilities measured at fair value on a recurring basis		44,458	42,220
Fair Value, Inputs, Level 2 | Foreign currency forward contracts
Assets:
Assets measured at fair value on a recurring basis	[2]	31	458
Liabilities:
Liabilities measured at fair value on a recurring basis	[2]	40	220
Fair Value, Inputs, Level 2 | Interest rate swap contract
Liabilities:
Liabilities measured at fair value on a recurring basis	[3]	4,018	2,900
Fair Value, Inputs, Level 2 | Deferred compensation plan assets
Assets:
Assets measured at fair value on a recurring basis	[1]	28,210	27,000
Fair Value, Inputs, Level 2 | Deferred compensation plan liabilities
Liabilities:
Liabilities measured at fair value on a recurring basis	[1]	$ 40,400	$ 39,100

[1] The Company has a deferred compensation plan for the benefit of certain highly compensated officers, managers and other key 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 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 interest rate swap contracts which hedge the risk of variability from interest payments on its borrowings (see Note 6 — Debt). The fair value of the swaps is based on mark-to-market valuations prepared by a third-party broker. The valuations are based on observable interest rates from recently executed market transactions and other observable market data, which the Company considers Level 2 inputs. The Company independently corroborates the reasonableness of the valuations prepared by the third-party broker through the use of an electronic quotation service.