Derivative Financial Instruments (Details) In Millions, unless otherwise specified	3 Months Ended												3 Months Ended
	Mar. 31, 2013 Forward-Start Interest Rate Swap [Member] USD ($)	Mar. 31, 2013 Interest Rate Swap, Series B Note [Member] USD ($)	Mar. 31, 2013 Foreign Currency Hedge, Euro-Denominated Sales [Member] USD ($)	Mar. 31, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen USD ($)	Mar. 31, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen JPY (¥)	Mar. 31, 2013 Foreign Currency Hedge, Europe Inventory Purchases, Dollars USD ($)	Mar. 31, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] USD ($)	Mar. 31, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] JPY (¥)	Mar. 31, 2013 Euro-Denominated Note [Member] USD ($)	Mar. 31, 2013 Euro-Denominated Note [Member] EUR (€)	Mar. 31, 2013 Yen-Denominated Note [Member] USD ($)	Mar. 31, 2013 Yen-Denominated Note [Member] JPY (¥)	Mar. 31, 2013 Commodity Call Options [Member] USD ($)
Derivative [Line Items]
Notional amount			$ 1.4	$ 2.5	¥ 200.8	$ 1.2	$ 0.4	¥ 39.0
Amount of hedged item	42.8	25.0
Maximum term (in years)	5 years
Fixed interest rate	5.41%	5.51%
Maturity date of debt		Jul. 28, 2015
Variable rate basis	one-month London Interbank Offering Rates (“LIBOR”)	three-month LIBOR
Number of monthly contracts remaining			9	9	9	9	6	6
Aggregate notional amount of remaining contracts			12.6	22.5	1,800.0	10.4	2.5	234.0
Notional amount, nonderivative instruments										82.1		500.0
Cumulative foreign currency translation loss (gain)									2.6		(0.1)
Cumulative foreign currency translation loss (gain), net of tax									1.6		(0.1)
Purchased call options, barrels of crude oil (in barrels)													58,000
Premium paid to purchase call options													$ 0.1