Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) - USD ($) $ in Millions	12 Months Ended
	Sep. 30, 2015	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	3 years 4 months	4 years 4 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 0.0	$ 431.7
Pay %	0.00%	2.36%
Average Receive %	0.00%	0.71%
Years Average Maturity	0 years	5 months
Cross Currency Interest Rate Swaps [Member] | Net Investment Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 609.9	$ 404.5
Pay %	4.06%	3.70%
Average Receive %	2.61%	1.15%
Years Average Maturity	3 years 2 months	2 years 8 months
Cross Currency Interest Rate Swaps [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 1,055.2	$ 446.3
Pay %	4.29%	3.39%
Average Receive %	2.63%	2.86%
Years Average Maturity	3 years 11 months	4 years 2 months
Cross Currency Interest Rate Swaps [Member] | Hedges Not Designated [Member]
Derivative [Line Items]
US$ Notional	$ 12.9	$ 15.4
Pay %	3.12%	3.62%
Average Receive %	3.08%	0.05%
Years Average Maturity	4 years 1 month	10 months