Derivative Instruments (Details) (USD $)	6 Months Ended							3 Months Ended		6 Months Ended
	Jun. 30, 2011	Oct. 31, 2012	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2007	Jun. 30, 2011 Interest Rate Swap [Member]	Dec. 31, 2010 Interest Rate Swap [Member]	Jun. 30, 2011 Interest Rate Swap [Member]	Jun. 30, 2010 Interest Rate Swap [Member]	Jun. 30, 2011 Interest Rate Swap [Member]	Jun. 30, 2010 Interest Rate Swap [Member]	Jun. 30, 2011 Other Liabilities [Member] Fair Value, Inputs, Level 3 [Member]	Dec. 31, 2010 Other Liabilities [Member] Fair Value, Inputs, Level 3 [Member]
Reconciliation associated with interest rate swap of fair value activity
Asset (liability) at beginning of period								$ (17,800,000)	$ (28,600,000)	$ (21,300,000)	$ (28,700,000)
Total realized/unrealized gains or losses:
Included in earnings								(3,900,000)	(4,500,000)	(7,600,000)	(9,000,000)
Increase (decrease) in fair value included in comprehensive income								3,100,000	1,000,000	6,500,000	1,100,000
Settlements								3,800,000	4,600,000	7,600,000	9,100,000
Asset (liability) at end of period								(14,800,000)	(27,500,000)	(14,800,000)	(27,500,000)
Fair Value Off Balance Sheet Risks Disclosure Information (Additional Textuals) [Abstract]
Revolving Credit facility	446,000,000					750,000,000
Accumulated other comprehensive income reduced, to reflect the interest rate swap liability						9,100,000	13,100,000
Tax effect on accumulated other comprehensive income						5,600,000	8,000,000
Derivatives Fair Value Additional (Textuals)
Interest rate swap, fair value												14,800,000	21,300,000
Derivative Instruments (Textuals) [Abstract]
Reduced notional amount on interest rate swap		$ 0	$ 200,000,000	$ 325,000,000	$ 390,000,000
Interest rate under interest rate swap agreement	one month LIBOR
Derivative Fixed interest rate	4.86%
Interest Rate Cash Flow Hedge Ineffectiveness	The ineffective portion of the swap reflected in interest expense, net during the second quarter and the first six months of 2011 and 2010 was immaterial