Derivative Financial Instruments (Textuals) (Details) In Millions, unless otherwise specified	0 Months Ended		12 Months Ended								12 Months Ended
	Jun. 19, 2012 Forward Treasury Locks [Member] USD ($)	Jun. 30, 2012 Forward Treasury Locks [Member] USD ($) agreement	Dec. 31, 2013 Forward-Start Interest Rate Swap [Member] USD ($)	Dec. 31, 2013 Interest Rate Swap, Series B Note [Member] USD ($)	Dec. 31, 2013 Euro Note B [Member] USD ($)	Dec. 31, 2013 Euro Note B [Member] EUR (€)	Dec. 31, 2013 Euro-Denominated Revolver [Member] USD ($)	Dec. 31, 2013 Euro-Denominated Revolver [Member] EUR (€)	Dec. 31, 2013 Yen-Denominated Revolver [Member] JPY (¥)	Dec. 31, 2013 Yen-Denominated Revolver [Member] USD ($)	Dec. 31, 2013 Commodity Call Options [Member] USD ($) MBbls	Dec. 31, 2012 Commodity Call Options [Member] USD ($)
Derivative [Line Items]
Derivative, number of instruments held		2
Notional amount		$ 160.0		$ 25.0
Settlement payment	4.6
Amount of hedged item			41.3
Maximum term (in years)			5 years
Fixed interest rate			5.41%	5.51%
Variable rate basis			one-month LIBOR	three-month LIBOR
Notional amount, nonderivative instruments					84.1	61.1	28.9	21.0	500.0
Cumulative foreign currency translation loss					(5.7)					0.7
Cumulative foreign currency translation loss, net of tax					(3.5)					0.4
Purchased call options, barrels of crude oil (in barrels)											58,000
Premium paid to purchase call options											0.1
Gain (loss) recorded in cost of goods and services sold, call options											$ (0.1)	$ (0.1)