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Description of Business and Significant Accounting Policies (Details)
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3 Months Ended | |
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Aug. 31, 2011
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Aug. 31, 2010
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| Weighted-average assumptions used for valuation under the Black - Scholes model | ||
| Risk-free interest rate | 2.20% | 2.50% |
| Dividend yield | 4.20% | 4.20% |
| Volatility factor | 23.00% | 24.00% |
| Expected option life in years | 5.9 | 6.5 |
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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
The period of time an equity-based award is expected to be outstanding. An equity-based award's expected term is generally determined based on, among other factors, the instrument's contractual term and the effects of employees' expected exercise and post-vesting employment termination behavior. 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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- Details
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