Derivative Instruments and Hedging Activities Narrative (Details)	3 Months Ended			12 Months Ended	36 Months Ended		1 Months Ended						10 Months Ended		12 Months Ended								3 Months Ended
	Mar. 31, 2015 USD ($)	Mar. 31, 2014 USD ($)	Mar. 31, 2015 Fair Value Hedging [Member] USD ($)	Mar. 31, 2016 Forecast USD ($) M	Mar. 30, 2018 Forecast	May 03, 2012 Senior Notes [Member] USD ($)	Mar. 31, 2015 $300 million 2.0% notes due 2017 [Member] Senior Notes [Member] USD ($)		Dec. 31, 2014 $300 million 2.0% notes due 2017 [Member] Senior Notes [Member] USD ($)		May 03, 2012 $300 million 2.0% notes due 2017 [Member] Senior Notes [Member] USD ($)	May 03, 2012 $300M USD Interest Rate Swaps [Member] Senior Notes [Member]	Mar. 31, 2015 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)		Dec. 31, 2014 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)		May 03, 2012 $500 million 3.5% notes due 2022 [Member] Senior Notes [Member] USD ($)	Mar. 31, 2015 $500M USD Interest Rate Swaps [Member] [Member] USD ($)	Mar. 31, 2015 $300M USD Interest Rate Swaps [Member] USD ($)	Mar. 31, 2015 Forward starting interest rate swap [Member] CAD	Mar. 31, 2015 Cross currency swaps [Member] USD ($)	Mar. 31, 2015 Cross currency swaps [Member] EUR (€)	Mar. 31, 2015 Interest expense, net [Member] Fair Value Hedging [Member] Interest rate swaps [Member] USD ($)	Mar. 31, 2015 Interest expense, net [Member] $500M USD Interest Rate Swaps [Member] [Member] Fair Value Hedging [Member] Interest rate swaps [Member] USD ($)	Mar. 31, 2015 Interest expense, net [Member] $300M USD Interest Rate Swaps [Member] Fair Value Hedging [Member] Interest rate swaps [Member] USD ($)
Schedule of Trading Securities and Other Trading Assets
Derivative, notional amount																		$ 500,000,000	$ 300,000,000	480,000,000	$ 300,000,000	€ 265,000,000
Debt instrument, face amount						1,900,000,000					300,000,000						500,000,000
Long-term debt, carrying amount							300,600,000	[1]	300,000,000	[1]	300,000,000		519,200,000	[1]	510,800,000	[1]	500,000,000
Debt instrument, fair value adjustment							(600,000)						(19,200,000)		(10,800,000)
Debt instrument, interest rate percentage											2.00%	2.00%					3.50%
Gain (loss) on interest rate swap, fair value			9,000,000																				9,000,000	8,400,000	600,000
Derivative, notional, fixed interest rate																				2.66%
Payments on settlement of derivative instruments	0	65,200,000
Unrealized Gain (Loss) on Interest Rate Cash Flow Hedges, Pretax, Accumulated Other Comprehensive Income (Loss)				$ 28,000,000
Term for Expected Losses Recorded in Accumulated Other Comprehensive Income				12
Maximum Length of Time Hedged in Cash Flow Hedge					3 years

[1] In the first quarter of 2015, we entered into interest rate swaps to economically convert our fixed rate $300 million 2.0% notes due 2017 ("$300 million notes") to floating rate debt consistent with our $500 million 3.5% notes due 2022 ("$500 million notes") entered into during 2014. As a result of these hedge programs, the carrying value of the $300 million and $500 million notes include adjustments of $0.6 million and $19.2 million, respectively, for fair value movements attributable to the benchmark interest rate. In the first quarter of 2015, we also entered into a cross currency swap with a total notional of EUR 265 million ($300 million upon execution) in order to hedge a portion of the foreign currency translational impacts of our European investment. As a result of this cross currency swap and the above mentioned interest rate swaps, we have economically converted the $300 million notes and associated interest to a floating rate EUR denomination. The effective interest rate for the $300 million notes, adjusted for these swaps, was 0.96% for the three months ended March 31, 2015. The interest rate swaps on our $500 million notes resulted in an effective interest rate of 1.3% for the three months ended March 31, 2015. See Note 13, "Derivative Instruments and Hedging Activities" for further details.