Derivative Financial Instruments (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended			3 Months Ended											3 Months Ended
	Mar. 31, 2014 item	Mar. 31, 2014 Interest Rate Swap Agreements item	Sep. 30, 2013 Interest Rate Swap Agreements	Mar. 31, 2014 Interest Rate Swap Agreements U.S. dollars	Mar. 31, 2014 Foreign Currency Forward Exchange Contracts	Mar. 31, 2013 Foreign Currency Forward Exchange Contracts	Mar. 31, 2014 Cash flow hedges Foreign Currency Forward Exchange Contracts	Mar. 31, 2013 Cash flow hedges Foreign Currency Forward Exchange Contracts	Mar. 31, 2014 Designated as Hedging Instrument Interest Rate Swap Agreements	Mar. 31, 2014 Designated as Hedging Instrument Swaps maturing March 2016	Mar. 31, 2014 Designated as Hedging Instrument Swaps maturing September 2016	Mar. 31, 2014 Designated as Hedging Instrument Swaps maturing March 2017	Mar. 31, 2014 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Dec. 31, 2013 Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Mar. 31, 2014 Designated as Hedging Instrument Cash flow hedges Foreign Currency Forward Exchange Contracts	Mar. 31, 2013 Designated as Hedging Instrument Cash flow hedges Foreign Currency Forward Exchange Contracts	Mar. 31, 2014 Not Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Mar. 31, 2013 Not Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts	Dec. 31, 2013 Not Designated as Hedging Instrument Foreign Currency Forward Exchange Contracts
Derivative Financial Instruments
Number of derivative contracts		2
Floating rate obligation									$ 75
Fixed interest rate (as a percent)		0.75%	0.959%
Variable rate basis				LIBOR
Notional amount									150.0	50.0	50.0	50.0	168.5	187.1
Carrying value / fair value of derivative assets included in other assets									0.2				10.3	11.5			1.2		2.6
Carrying value / fair value of derivative liabilities included in other liabilities									0.5				0.4	0.6			0.2		0.1
Gains (losses) in other comprehensive income, effective portion							0.8	(7.7)
Recorded in gross margin															1.6	0.2
Number of credit contingency features	0
Net losses on derivative contracts not designated as hedges																	0.2	4.7
Accumulated other comprehensive income, change in fair value of foreign currency forward exchange contracts under hedge designations
Unrealized gains at beginning of period, net of tax					7.2	2.4
Gains reclassified to net sales					(1.1)	(0.2)
Increase (decrease) in fair value					0.6	(6.0)
Unrealized gains (losses) at end of period, net of tax					6.7	(3.8)
Foreign currency unrealized gains expected to be reclassified into earnings over next twelve months	$ 4.9