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Assumptions Used To Estimates Fair Value Of Stock Option Award Using Black Scholes Merton Valuation Model (Detail)
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12 Months Ended | ||
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Dec. 31, 2012
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Dec. 31, 2011
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Dec. 31, 2010
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| Expected volatility | 19.80% | 26.50% | 26.00% |
| Expected dividends | 0.00% | 0.37% | 0.00% |
| Expected term (in years) | 6 years 6 months | 6 years 6 months | 7 years |
| Risk-free rate | 1.05% | 2.21% | 2.10% |
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- Definition
The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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