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Derivative Financial Instruments (Details)
In Millions, unless otherwise specified
12 Months Ended 1 Months Ended 12 Months Ended
Dec. 31, 2011
USD ($)
Dec. 31, 2010
USD ($)
Dec. 31, 2011
Cash Flow Hedges [Member]
USD ($)
Dec. 31, 2010
Cash Flow Hedges [Member]
USD ($)
Dec. 31, 2010
Cash Flow Hedges [Member]
Foreign Currency Hedge Contracts [Member]
Cost of Goods and Services Sold [Member]
USD ($)
Dec. 31, 2011
Cash Flow Hedges [Member]
Foreign Currency Hedge Contracts [Member]
Net Sales [Member]
USD ($)
Dec. 31, 2011
Cash Flow Hedges [Member]
Interest Rate Swap Contracts [Member]
Interest Expense [Member]
USD ($)
Dec. 31, 2010
Cash Flow Hedges [Member]
Interest Rate Swap Contracts [Member]
Interest Expense [Member]
USD ($)
Dec. 31, 2011
Net Investment Hedges [Member]
USD ($)
Dec. 31, 2010
Net Investment Hedges [Member]
USD ($)
Dec. 31, 2011
Net Investment Hedges [Member]
Foreign Currency - Denominated Debt [Member]
Foreign Exchange (Gains) Losses and Other [Member]
USD ($)
Dec. 31, 2010
Net Investment Hedges [Member]
Foreign Currency - Denominated Debt [Member]
Foreign Exchange (Gains) Losses and Other [Member]
USD ($)
Dec. 31, 2011
Interest Rate Swap, Series A Note [Member]
Dec. 31, 2011
Interest Rate Swap, Series B Note [Member]
Dec. 31, 2011
Euro-Denominated Note [Member]
USD ($)
Dec. 31, 2011
Euro-Denominated Note [Member]
EUR (€)
Dec. 31, 2011
Yen-Denominated Note [Member]
USD ($)
Dec. 31, 2011
Yen-Denominated Note [Member]
JPY (¥)
Jan. 31, 2011
Commodity Call Options [Member]
USD ($)
bbl
Dec. 31, 2011
Commodity Call Options [Member]
USD ($)
Dec. 31, 2010
Commodity Call Options [Member]
USD ($)
Dec. 31, 2011
Forward-Start Interest Rate Swap [Member]
USD ($)
Derivative [Line Items]                                            
Amount of Hedged Item                                           $ 43.0
Fixed Interest Rate (in hundredths)                         5.32% 5.51%               5.41%
Variable Rate Basis                         three-month LIBOR three-month LIBOR               one-month LIBOR
Maximum term (in years)                                           five
Notional amount, nonderivative instruments                               81.5   500.0        
Cumulative foreign currency translation loss, pre-tax                             5.2   1.0          
Cumulative foreign currency translation loss, net of tax                             3.2   0.6          
Commodity Price Risk [Abstract]                                            
Purchased call options, barrels of crude oil (in barrels)                                     77,900      
Premium paid to purchase call options                                     0.5      
Gain (loss) recorded in cost of goods and services sold, call options                                       0.6 0.3  
Derivative Instruments, Gain (Loss) [Line Items]                                            
Amount of Gain (Loss) Recognized in OCI     (5.2) (3.0) 0.5 (0.3) (4.9) (3.5) 1.3 3.9 1.3 3.9                    
Amount of Gain (Loss) Reclassified from Accumulated OCI into Income     3.5 2.7 (0.5) 0.3 3.2 3.2                            
Ineffectiveness, cash flow hedges 0 0                                        
Ineffectiveness, net investment hedges $ 0 $ 0