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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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Average fixed interest rate related to the group of interest rate derivatives.

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The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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Fair value of derivative asset, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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Fair value of derivative liability, presented on a gross basis even when the derivative instrument is subject to master netting arrangements and qualifies for net presentation in the statement of financial position.

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Net gain (loss) from the increase (decrease) in fair value of derivative instrument not designated as hedging instrument.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The time remaining until the derivative matures.

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

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Aggregate notional amount of all derivatives. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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Net of tax effect of the reclassification adjustment for accumulated gains and losses from derivative instrument designated and qualifying as the effective portion of cash flow hedges included in accumulated comprehensive income that was realized in net income during the period.

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Change in accumulated gains and losses from derivative instrument designated and qualifying as the effective portion of cash flow hedges, net of tax effect. The after tax effect change includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Derivative Financial Instruments (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		6 Months Ended		3 Months Ended		6 Months Ended
	Jun. 30, 2011	Jun. 30, 2011 Designated as Hedging Instrument Interest Rate Swap Agreements	Dec. 31, 2010 Designated as Hedging Instrument Interest Rate Swap Agreements	Jun. 30, 2011 Designated as Hedging Instrument Cross-Currency Interest Rate Swap Agreement	Dec. 31, 2010 Designated as Hedging Instrument Cross-Currency Interest Rate Swap Agreement	Sep. 30, 2006 Designated as Hedging Instrument Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2011 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Jun. 30, 2011 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Jun. 30, 2010 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Dec. 31, 2010 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Jun. 30, 2011 Hedge of Euro investment in Hexcel SASU (France) Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2010 Hedge of Euro investment in Hexcel SASU (France) Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2011 Hedge of Euro investment in Hexcel SASU (France) Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2010 Hedge of Euro investment in Hexcel SASU (France) Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2011 Cash flow hedges Foreign Currency Forward Exchange Contracts	Jun. 30, 2010 Cash flow hedges Foreign Currency Forward Exchange Contracts	Jun. 30, 2011 Cash flow hedges Foreign Currency Forward Exchange Contracts	Jun. 30, 2010 Cash flow hedges Foreign Currency Forward Exchange Contracts	Jun. 30, 2011 Interest Rate Swap Agreements	Jun. 30, 2011 Interest Rate Swap Agreements U.S. dollars	Sep. 30, 2006 Cross-Currency Interest Rate Swap Agreement	Jun. 30, 2011 Cross-Currency Interest Rate Swap Agreement U.S. dollars	Jun. 30, 2011 Cross-Currency Interest Rate Swap Agreement Euro	Jun. 30, 2011 Foreign Currency Forward Exchange Contracts	Jun. 30, 2010 Foreign Currency Forward Exchange Contracts	Jun. 30, 2011 Foreign Currency Forward Exchange Contracts	Jun. 30, 2010 Foreign Currency Forward Exchange Contracts
Derivative Financial Instruments
Floating rate obligation covered by interest rate swap agreement		$ 98	$ 98
Average fixed interest rate (as a percent)																			1.03%
Variable interest rate																				LIBOR		three month LIBOR	three month EURIBOR
Fair value of derivative liability		0.2		8.5	3.0		0.2	0.2		2.6
Notional amount				63.4		63.4	122.0	122.0		124.2
Derivative term at agreement inception date (in years)																					5
Gains (losses) excluded from assessment of hedge effectiveness and included in income as a component of interest expense							0.3	(0.2)	0.3		0.2		0.2	(0.3)
Gains (losses) recognized in income											(0.2)	(0.1)	(0.3)	(0.2)	1.8	(2.6)	1.3	(4.1)
Gains (losses) in other comprehensive income, effective portion											(1.5)	6.2	(6.8)	10.6	2.7	(5.2)	7.5	(10.9)
Fair value of derivative asset			0.7				5.9	5.9		2.3
Net gains (losses) on derivative contracts not designated as hedges																								2.7	(4.8)	7.7	(7.7)
Accumulated other comprehensive income, change in fair value of foreign currency forward exchange contracts under hedge designations
Unrealized gains (losses) gains at beginning of period, net of tax																								3.8	(4.5)	(0.2)	(1.4)
(Gains) losses reclassified to net sales																								(1.5)	2.0	(1.1)	3.1
Increase (decrease) in fair value																								2.4	(4.2)	6.0	(8.4)
Unrealized gains (losses) at end of period, net of tax																								4.7	(6.7)	4.7	(6.7)
Foreign currency gain (loss) reclassified into earnings over next twelve months	$ 3.4