Amount recognized for the passage of time, typically for liabilities, that have been discounted to their net present values. Excludes accretion associated with asset retirement obligations.

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This element represents the amount of any change, including any differences arising upon settlement, recognized during the reporting period in the value of a liability, arising from an item of contingent consideration, assumed in a business combination.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fair value as of the balance sheet date of credit risk derivative assets, net of credit risk derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Interest rate stated in the contractual debt agreement.

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Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

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High end period remaining until maturity for the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Low end period remaining until maturity of derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Interest rate used to find the present value of an amount to be paid or received in the future as an input to measure fair value. For example, but not limited to, weighted average cost of capital (WACC), cost of capital, cost of equity and cost of debt.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Financial Instruments And Risk Management (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended			3 Months Ended
	Mar. 31, 2013	Mar. 31, 2013 Derivative instrument contracts with credit-risk-related contingent features	Mar. 31, 2013 Purchased cash convertible note hedge	Mar. 31, 2013 Contingent consideration Minimum	Mar. 31, 2013 Contingent consideration Maximum	Mar. 31, 2013 Change during period, fair value disclosure	Mar. 31, 2013 Interest rate swaps	Apr. 03, 2013 Interest rate swaps	Feb. 28, 2013 Interest rate swaps	Mar. 31, 2013 Interest rate swaps Floating Rate Debt [Member]	Dec. 31, 2012 Interest rate swaps Floating Rate Debt [Member]	Jun. 19, 2012 Interest rate swaps Floating Rate Debt [Member] Swapped to Fixed Rate 2016	Mar. 31, 2013 Interest rate swaps Fixed rate debt	Dec. 31, 2012 Interest rate swaps Fixed rate debt	Mar. 31, 2013 2018 Senior Notes
Derivative [Line Items]
Notional amount of interest rate cash flow hedge derivatives								$ 1,800	$ 1,070	$ 850	$ 850	$ 750
Maturity range, minimum							5 years 0 months 0 days
Maturity range, maximum							30 years 0 months 0 days
Maturity							10 years 0 months 0 days
Interest rate															6.00%
Notional amount of interest rate fair value hedge derivatives													500	500
Aggregate fair value of derivative contracts		26.8
Fair value of convertible note hedge			691.6
Pre-tax net losses on cash flow hedges to be reclassified from AOCE into earnings in next twelve months	18.4
Rate used to discount net cash inflows to present values				2.20%	10.30%
Accretion expense	7.7
Adjustment to contingent consideration liability						$ 1.9