Fair Value Disclosures (Detail) - Assets And Liabilities Measured At Fair Value On Recurring Basis (USD $) In Thousands, unless otherwise specified	Dec. 31, 2012		Dec. 31, 2011
Assets:
Assets measured at fair value on a recurring basis	$ 27,799		$ 25,322
Liabilities:
Liabilities measured at fair value on a recurring basis	41,260		38,089
Plan Assets [Member]
Assets:
Assets measured at fair value on a recurring basis	27,795	[1]	25,050	[1]
Plan Liabilities [Memeber]
Liabilities:
Liabilities measured at fair value on a recurring basis	31,260	[1]	28,100	[1]
Foreign Currency Forward Contracts, Net [Member]
Assets:
Assets measured at fair value on a recurring basis	4	[2]	272	[2]
Interest Rate Swap Contracts [Member]
Liabilities:
Liabilities measured at fair value on a recurring basis	$ 10,000	[3]	$ 9,989	[3]

[1] The Company has a deferred compensation plan for the benefit of certain highly compensated officers, managers and other key employees (see Note 13 - Employee Benefits). The plan's assets consist of investments in money market and mutual funds, and company-owned life insurance contracts. The money market funds consist of cash equivalents while the mutual fund investments consist of publicly-traded and quoted equity shares. The Company considers the fair value of these assets to be based on Level 1 inputs, and these assets had a fair value of $8.2 million and $8.0 million as of December 31, 2012 and 2011, respectively. The carrying amount of the life insurance contracts equals their cash surrender value, which approximates fair value. Cash surrender value represents the estimated amount that the Company would receive upon termination of the contract. The Company considers the life insurance contracts to be valued based on a Level 2 input, and these assets had a fair value of $19.6 million and $17.0 million at December 31, 2012 and 2011, respectively. The related deferred compensation plan liabilities are recorded at the amount needed to settle the liability, which approximates fair value, and is 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 (see Note 11 - Derivatives and Hedging). Valuation of the foreign currency forward contracts is based on foreign currency exchange rates in active markets, which the Company considers a Level 2 input.

[3] The Company enters into interest rate swap contracts to hedge the risk from interest rates on its borrowings (see Note 11 - Derivatives and Hedging). To determine the fair value of these financial instruments, the Company relies on mark-to-market valuations prepared by a third-party broker. Valuation is 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.