Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
	Dec. 31, 2014	Sep. 30, 2014
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 600.0	$ 600.0
Pay %	LIBOR	LIBOR
Average Receive %	2.77%	2.77%
Years Average Maturity	4 years 0 months	4 years 4 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	392.6	431.7
Pay %	2.12%	2.36%
Average Receive %	0.43%	0.71%
Years Average Maturity	0 years 2 months	0 years 5 months
Cross Currency Interest Rate Swaps [Member] | Net Investment Hedges [Member]
Derivative [Line Items]
US$ Notional	773.1	404.5
Pay %	3.43%	3.70%
Average Receive %	2.01%	1.15%
Years Average Maturity	3 years 6 months	2 years 8 months
Cross Currency Interest Rate Swaps [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	483.9	446.3
Pay %	3.46%	3.39%
Average Receive %	2.86%	2.86%
Years Average Maturity	4 years 0 months	4 years 2 months
Cross Currency Interest Rate Swaps [Member] | Hedges Not Designated [Member]
Derivative [Line Items]
US$ Notional	$ 0	$ 15.4
Pay %	0.00%	3.62%
Average Receive %	0.00%	0.05%
Years Average Maturity	0 years 0 months	0 years 10 months