Fair Value Measurements, Call Option FV Assumption Table (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2012 basispoints		Jun. 30, 2012 basispoints		Jun. 30, 2011
Fair Value Disclosures [Abstract]
Stock price at June 30, 2012	$ 51.84		$ 51.84
Quarterly dividend yield (per share) upon purchase of the Call Option	$ 0.24	[1]	$ 0.24	[1]
Risk-free interest rate	0.39%	[2]	0.39%	[2]
Credit spread (basis points)	337	[3]	337	[3]
Expected volatility rate	29.00%	[4]	29.00%	[4]
Cash dividend paid per share	$ 0.25		$ 0.50		$ 0.48

[1] The Company used a discrete quarterly dividend payment of $0.24 per share based on historical quarterly dividend payments. Although the quarterly dividend has been increased to $0.25 per share in 2012, the increased dividend does not affect the value of the Call Option as a result of anti-dilution adjustments.

[2] The risk-free rate was based on the two-year Constant Maturity Treasury rate and the three-year Constant Maturity Treasury rate on June 30, 2012, compounded semi-annually.

[3] The credit spread is based on the Company's long-term credit rating of BB- issued by Standard & Poor’s and a senior unsecured credit rating of Ba3 issued by Moody’s.

[4] The volatility rate was based on both observed volatility, which is based on the Company’s historical stock price, and implied volatility from the Company’s traded options. Such volatility was further adjusted to take into consideration market participant risk tolerance. While the stock price of the Company generally has the greatest influence on the fair values of both the Call Options and Bifurcated Conversion Feature, between December 31, 2011 and June 30, 2012, during which time the Company's stock price did not change materially, the change in the expected volatility rate had a greater impact on the values of these derivatives.