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Derivative Financial Instruments (Details) (USD $)
In Millions, unless otherwise specified
3 Months Ended 3 Months Ended 3 Months Ended
Mar. 31, 2013
item
Jun. 30, 2012
Interest Rate Swap Agreements
Dec. 31, 2010
Interest Rate Swap Agreements
Mar. 31, 2013
Interest Rate Swap Agreements
U.S. dollars
Mar. 31, 2013
Foreign Currency Forward Exchange Contracts
Mar. 31, 2012
Foreign Currency Forward Exchange Contracts
Mar. 31, 2013
Cash flow hedges
Foreign Currency Forward Exchange Contracts
Mar. 31, 2012
Cash flow hedges
Foreign Currency Forward Exchange Contracts
Mar. 31, 2013
Designated as Hedging Instrument
Interest Rate Swap Agreements
Dec. 31, 2012
Designated as Hedging Instrument
Interest Rate Swap Agreements
Jun. 30, 2012
Designated as Hedging Instrument
Interest Rate Swap Agreements
Dec. 31, 2010
Designated as Hedging Instrument
Interest Rate Swap Agreements
Mar. 31, 2013
Designated as Hedging Instrument
Foreign Currency Forward Exchange Contracts
Dec. 31, 2012
Designated as Hedging Instrument
Foreign Currency Forward Exchange Contracts
Mar. 31, 2013
Not Designated as Hedging Instrument
Foreign Currency Forward Exchange Contracts
Mar. 31, 2012
Not Designated as Hedging Instrument
Foreign Currency Forward Exchange Contracts
Dec. 31, 2012
Not Designated as Hedging Instrument
Foreign Currency Forward Exchange Contracts
Derivative Financial Instruments                                  
Floating rate obligation                     $ 75 $ 98          
Fixed interest rate (as a percent)   0.6725% 1.03%                            
Variable rate basis       LIBOR                          
Carrying value / fair value of derivative assets included in other assets                         0.9 3.6 0.1   3.1
Carrying value / fair value of derivative liabilities included in other liabilities                 0.8 1.0     5.5 1.6 4.4   0.1
Notional amount                         212.0 201.2      
Gains (losses) in other comprehensive income, effective portion             7.7 (4.7)                  
Increase (reduction) of gross margin recognized             0.2 (0.5)                  
Number of credit contingency features 0                                
Net gains (losses) on derivative contracts not designated as hedges                             (4.7) 3.2  
Accumulated other comprehensive income, change in fair value of foreign currency forward exchange contracts under hedge designations                                  
Unrealized gains (losses) at beginning of period, net of tax         2.4 (4.5)                      
(Gains) losses reclassified to net sales         (0.2) 0.4                      
(Decrease) increase in fair value         (6.0) 3.4                      
Unrealized losses at end of period, net of tax         (3.8) (0.7)                      
Foreign currency gains reclassified into earnings over next twelve months $ 3.0