Fair Value of Financial Instruments (Details 2)	1 Months Ended		3 Months Ended			12 Months Ended
	Jan. 31, 2012 subsidiary	Jan. 31, 2012 EUR (€) subsidiary	Sep. 30, 2010 USD ($)	Jun. 30, 2010 USD ($)	Mar. 31, 2010 USD ($)	Dec. 31, 2011 USD ($)	Dec. 31, 2010 USD ($)
Interest rate cash flow hedge
Interest rate swap agreement, period (in years)						3 years
Notional amount of interest rate cash flow hedge (in dollars)						$ 100,000,000
Fixed interest rate on debt (as a percent)						3.49%
Base rate of interest on debt						3 month LIBOR
Gain on effective portion of interest rate cash flow hedge (in dollars)						1,480,000	935,000
Forward contract
Net loss on forwards			3,200,000	(9,000,000)	(6,700,000)		(12,559,000)
Weighted-average fixed rate of forward exchange contract		1.3194
Number of subsidiaries hedged	1	1
Notional amounts of the forward contracts		€ 23,500,000