Financial Instruments And Risk Management (Narrative) (Details) (USD $)	9 Months Ended										3 Months Ended	9 Months Ended
	Sep. 30, 2012	Jun. 19, 2012 U.S. Term Loans	Jan. 17, 2012 U.S. Term Loans	Dec. 31, 2011 U.S. Term Loans	Sep. 30, 2012 2018 Senior Notes	Jan. 18, 2011 2018 Senior Notes	Sep. 30, 2012 Floating-rate debt interest rate swaps	Dec. 31, 2011 Floating-rate debt interest rate swaps	Sep. 30, 2012 Fixed-rate debt interest rate swaps	Sep. 30, 2012 Derivative instrument contracts with credit-risk-related contingent features Interest rate swaps	Sep. 30, 2012 Contingent consideration	Sep. 30, 2012 Contingent consideration	Sep. 30, 2012 Contingent consideration Maximum	Sep. 30, 2012 Contingent consideration Minimum	Sep. 30, 2012 Net Investment Hedging	Sep. 30, 2011 Net Investment Hedging
Derivative [Line Items]
Total notional amount of interest rate swaps		$ 750,000,000	$ 350,000,000	$ 500,000,000			$ 850,000,000	$ 500,000,000	$ 500,000,000
Principal amount of debt instrument						500,000,000
Interest rate					6.00%
Aggregate fair value of all derivative contracts that are in net asset position										36,200,000
Total fair value of convertible note hedge	524,800,000
Pre-tax net losses on cash flow hedges to be reclassified from AOCE into earnings in next twelve months	27,100,000
Period of time during which pre-tax net losses on cash flow hedges will be reclassified from AOCE into earnings	the next 12 months
Amount of Gain or (Loss) Recognized in Earnings on Derivatives															0	0
Discount rates													10.40%	3.30%
Fair value adjustment to contingent consideration	1,200,000
Accretion expense											$ 8,300,000	$ 24,000,000