Financial Instruments And Risk Management (Narrative) (Details) (USD $)	3 Months Ended	9 Months Ended			3 Months Ended	9 Months Ended					9 Months Ended				9 Months Ended
	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013 Contingent consideration Minimum	Sep. 30, 2013 Contingent consideration Maximum	Sep. 30, 2013 Change during period, fair value disclosure	Sep. 30, 2013 Change during period, fair value disclosure	Sep. 30, 2013 Purchased cash convertible note hedge	Sep. 30, 2013 2016 Senior Notes	Sep. 30, 2013 Interest rate swaps	Dec. 31, 2012 Interest rate swaps	Sep. 30, 2013 Interest rate swaps Terminated	Sep. 30, 2013 Interest rate swaps Effective November 2013	Sep. 16, 2013 Interest rate swaps Effective November 2013	Feb. 28, 2013 Interest rate swaps Effective November 2013	Sep. 30, 2013 Interest rate swaps Effective December 2014 to August 2015	Apr. 03, 2013 Interest rate swaps Effective December 2014 to August 2015	Jun. 18, 2013 Interest rate swaps 2016 Senior Notes	Sep. 30, 2013 Floating-rate debt Interest rate swaps	Dec. 31, 2012 Floating-rate debt Interest rate swaps	Jun. 25, 2013 Floating-rate debt Interest rate swaps Terminated
Derivative [Line Items]
Interest rate cash flow hedge loss reclassified to net earnings											$ 800,000
Notional amount of derivative									1,000,000,000	500,000,000			930,000,000	1,070,000,000		1,800,000,000	500,000,000	0	850,000,000	750,000,000
Maturity, lower range, in years												3 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%
Fair value of credit risk derivatives							1,080,000,000
Pre-tax net losses on cash flow hedges to be reclassified from AOCE into earnings in next twelve months		63,300,000
Rate used to discount net cash inflows to present values			1.90%	11.00%
Accretion expense	8,200,000	23,900,000
Adjustment to contingent consideration liability					$ 15,000,000	$ 3,100,000