Fair Value of Financial Instruments (Detail) (USD $) In Thousands, unless otherwise specified	Jul. 31, 2013		Oct. 31, 2012		Jul. 31, 2012	Oct. 31, 2011
Financial Instruments [Line Items]
Assets held in funded deferred compensation plan	$ 5,219	[1]	$ 5,029	[1]
Investments in auction rate securities	12,994	[2]	17,780	[2]
Interest rate swaps	413	[3]
Total carrying amounts of Financial Assets	18,626		22,809
Cash and cash equivalents	38,688	[4]	43,459	[4]	21,650	26,467
Total Financial Assets	57,314		66,268
Interest rate swap	98	[3]	214	[3]
Line of credit	348,481	[5]	215,000	[5]
Total Financial Liabilities	348,579		215,214
Fair Value Measurements, Recurring Basis
Financial Instruments [Line Items]
Total Fair Value of Financial Assets	18,626		22,809
Total Fair Value of Other Financial Assets	57,314		66,268
Total Fair Value of Financial Liabilities	348,579		215,214
Fair Value Measurements, Recurring Basis | Fair Value, Inputs, Level 1
Financial Instruments [Line Items]
Assets held in funded deferred compensation plan	5,219	[1]	5,029	[1]
Cash and cash equivalents	38,688	[4]	43,459	[4]
Fair Value Measurements, Recurring Basis | Fair Value, Inputs, Level 3
Financial Instruments [Line Items]
Investments in auction rate securities	12,994	[2]	17,780	[2]
Fair Value Measurements, Recurring Basis | Fair Value, Inputs, Level 2
Financial Instruments [Line Items]
Interest rate swaps	413	[3]
Interest rate swap	98	[3]	214	[3]
Line of credit	$ 348,481	[5]	$ 215,000	[5]

[1] Represents investments held in a Rabbi Trust associated with our OneSource Deferred Compensation Plan, which we include in "Other assets" on the accompanying unaudited consolidated balance sheets. The fair value of the assets held in the funded deferred compensation plan is based on quoted market prices.

[2] For investments in auction rate securities, the fair values were based on discounted cash flow valuation models, primarily utilizing unobservable inputs. See Note 6, "Auction Rate Securities," for the roll-forwards of assets measured at fair value using significant unobservable Level 3 inputs and the sensitivity analysis of significant inputs.

[3] Includes derivatives designated as hedging instruments. The fair values of the interest rate swaps are estimated based on the present value of the difference between expected cash flows calculated at the contracted interest rates and the expected cash flows at current market interest rates using observable benchmarks for LIBOR forward rates at the end of the period. See Note 8, "Line of Credit," for more information.

[4] Cash and cash equivalents are stated at nominal value, which equals fair value.

[5] Represents outstanding borrowings under our $650.0 million five-year syndicated line of credit. Due to variable interest rates, the carrying value of outstanding borrowings under our line of credit approximates the fair value. See Note 8, "Line of Credit," for more information.