Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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- Definition

Date when the debt instrument is scheduled to be fully repaid, in CCYY-MM-DD format.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5

Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.22(a)(2))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

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- Definition

Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

+ References

No definition available.

+ Details

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- Definition

The premium (cost) of a hedge, expensed during the period.

+ References

No definition available.

+ Details

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- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

+ Details

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

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Data Type:	num:percentItemType
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- Details

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- Definition

Nominal volume used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

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- Definition

Amount of gain (loss) recognized in earnings in the period from the increase (decrease) in fair value of price risk derivatives not designated as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4C

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959

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- Definition

Maximum period the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 30

-Section 50

-Paragraph 1

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994

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- Definition

Nominal or face amount used to calculate payments on a nonderivative instrument.

+ References

No definition available.

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- Definition

Cumulative adjustment resulting from gains and losses on foreign currency derivatives that are designated as, and are effective as, hedges of a net investment in a foreign entity, commencing as of the designation date. Adjustment reported in equity as part of accumulated other comprehensive income.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 830

-SubTopic 30

-Section 45

-Paragraph 20

-Subparagraph (b),(c)

-URI http://asc.fasb.org/extlink&oid=6915805&loc=d3e32211-110900

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- Definition

Aggregate notional amount of remaining monthly contracts, as of the balance sheet. Notional amount refers to the number of currency units specified in the foreign currency derivative contract.

+ References

No definition available.

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- Definition

Number of monthly contracts remaining, as of the balance sheet date, in each strip of forward contracts and/or currency options.

+ References

No definition available.

+ Details

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- Definition

Pre-tax cumulative adjustment resulting from gains and losses on foreign currency derivatives that are designated as, and are effective as, hedges of a net investment in a foreign entity, commencing as of the designation date. Adjustment reported in equity as part of accumulated other comprehensive income.

+ References

No definition available.

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Derivative Financial Instruments (Details) In Millions, unless otherwise specified	9 Months Ended										9 Months Ended
	Sep. 30, 2013 USD ($)	Sep. 30, 2012 USD ($)	Sep. 30, 2013 Forward-Start Interest Rate Swap [Member] USD ($)	Sep. 30, 2013 Interest Rate Swap, Series B Note [Member] USD ($)	Sep. 30, 2013 Foreign Currency Hedge, Euro-Denominated Sales [Member] USD ($)	Sep. 30, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen USD ($)	Sep. 30, 2013 Foreign Currency Hedge, U.S. Inventory Purchases, Yen JPY (¥)	Sep. 30, 2013 Foreign Currency Hedge, Europe Inventory Purchases, Dollars USD ($)	Sep. 30, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] USD ($)	Sep. 30, 2013 Foreign Currency Hedge Europe Inventory Purchases, Yen [Member] JPY (¥)	Sep. 30, 2013 Euro-Denominated Revolver [Member] USD ($)	Sep. 30, 2013 Euro-Denominated Revolver [Member] EUR (€)	Sep. 30, 2013 Yen-Denominated Revolver [Member] USD ($)	Sep. 30, 2013 Yen-Denominated Revolver [Member] JPY (¥)	Sep. 30, 2013 Commodity Call Options [Member] USD ($) MBbls	Sep. 30, 2013 Euro Note B [Member] USD ($)	Sep. 30, 2013 Euro Note B [Member] EUR (€)	Sep. 30, 2013 Euro-Denominated Debt [Member] USD ($)
Derivative [Line Items]
Loss recorded in cost of goods and services sold, call options	$ 0.1	$ 0.1
Notional amount					1.4	2.5	200.8	1.1	0.7	65.0
Amount of hedged item			41.7	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					3	3	3	3	1	1
Aggregate notional amount of remaining contracts					4.2	7.5	602.3	3.3
Notional amount, nonderivative instruments											28.4	21.0	5.1	500.0		82.6	61.1
Cumulative foreign currency translation loss (gain)													(0.3)					3.7
Cumulative foreign currency translation loss (gain), net of tax													(0.2)					2.3
Purchased call options, barrels of crude oil (in barrels)															58,000
Premium paid to purchase call options															$ 0.1