Derivative Financial Instruments (Details) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended														6 Months Ended
	Jun. 30, 2013 USD ($)	Jun. 30, 2012 USD ($)	Jun. 30, 2013 USD ($)	Jun. 30, 2012 USD ($)	Jun. 30, 2013 Forward-Start Interest Rate Swap [Member] USD ($)	Jun. 30, 2013 Interest Rate Swap, Series B Note [Member] USD ($)	Jun. 30, 2013 Foreign Currency Hedge, Euro-Denominated Sales [Member] USD ($)	Jun. 30, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen USD ($)	Jun. 30, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen JPY (¥)	Jun. 30, 2013 Foreign Currency Hedge, Europe Inventory Purchases, Dollars USD ($)	Jun. 30, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] USD ($)	Jun. 30, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] JPY (¥)	Jun. 30, 2013 Euro-Denominated Note [Member] USD ($)	Jun. 30, 2013 Euro-Denominated Note [Member] EUR (€)	Jun. 30, 2013 Yen-Denominated Note [Member] USD ($)	Jun. 30, 2013 Yen-Denominated Note [Member] JPY (¥)	Jun. 30, 2013 Commodity Call Options [Member] USD ($)
Derivative [Line Items]
Loss recorded in cost of goods and services sold, call options	$ 0.1	$ 0.1	$ 0.1	$ 0.1
Notional amount							1.4	2.5	200.8	1.1	0.5	46.2
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							6	6	6	6	6	6
Aggregate notional amount of remaining contracts							8.4	15.0	1,200.0	6.8	1.9	185.0
Notional amount, nonderivative instruments														82.1		500.0
Cumulative foreign currency translation loss (gain)													(0.3)		(0.3)
Cumulative foreign currency translation loss (gain), net of tax													(0.2)		(0.2)
Purchased call options, barrels of crude oil (in barrels)																	58,000
Premium paid to purchase call options																	$ 0.1