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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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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Financial Instruments And Risk Management (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended			3 Months Ended	6 Months Ended			3 Months Ended	6 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2013	Jun. 30, 2013 Contingent consideration Minimum	Jun. 30, 2013 Contingent consideration Maximum	Jun. 30, 2013 Change during period, fair value disclosure	Jun. 30, 2013 Change during period, fair value disclosure	Jun. 30, 2013 Purchased cash convertible note hedge	Jun. 18, 2013 Senior Notes 2016 Senior Notes	Jun. 30, 2013 Interest rate swaps Terminated	Jun. 30, 2013 Interest rate swaps Effective September 2013	Feb. 28, 2013 Interest rate swaps Effective September 2013	Jun. 30, 2013 Interest rate swaps Effective December 2014 to August 2015	Apr. 03, 2013 Interest rate swaps Effective December 2014 to August 2015	Jun. 30, 2013 Interest rate swaps Fixed-rate debt	Dec. 31, 2012 Interest rate swaps Fixed-rate debt	Jun. 18, 2013 Interest rate swaps Fixed-rate debt 2016 Senior Notes	Dec. 31, 2012 Interest rate swaps Floating-rate debt	Jun. 30, 2013 Interest rate swaps Floating-rate debt	Jun. 25, 2013 Interest rate swaps Floating-rate debt Terminated
Derivative [Line Items]
Interest rate cash flow hedge loss reclassified to net earnings									$ 0.8
Notional amount of interest rate cash flow hedge derivatives											1,070		1,800				850	0	750
Maturity, lower range, in years										5 years 0 months 0 days
Maturity, higher range, in years										30 years 0 months 0 days
Maturity, in years												10 years 0 months 0 days
Debt instrument, interest rate, stated percentage								1.80%
Notional amount of interest rate fair value hedge derivatives														1,000	500	500
Fair value of credit risk derivatives							779.7
Pre-tax net losses on cash flow hedges to be reclassified from AOCE into earnings in next twelve months		49.4
Rate used to discount net cash inflows to present values			2.20%	10.60%
Accretion expense	8.0	15.7
Adjustment to contingent consideration liability					$ 10.0	$ 11.9