Derivatives (Tables)

3 Months Ended

Mar. 31, 2016

Derivative Instruments, Gain (Loss) [Line Items]

Schedule Of Derivative Instruments

The following table summarizes the Company’s outstanding derivative instruments and their effects on the Condensed Consolidated Balance Sheets as of March 31, 2016 and December 31, 2015 (in millions):

		Assets					Liabilities
Derivatives designated as hedging instruments	Balance Sheet Location	March 31, 2016		December 31, 2015		Balance Sheet Location	March 31, 2016		December 31, 2015
Interest rate swaps	Other assets	$	16.2	$	2.2	Other noncurrent liabilities	$	—	$	5.3
Forward-starting interest rate swaps	Prepaid expenses and other	—		0.1		Other accrued liabilities	—		3.2
Cross-currency interest rate swaps	Other assets	—		0.6		Other noncurrent liabilities	12.8		3.3
Foreign exchange contracts on inventory-related purchases	Prepaid expenses and other and other assets	1.3		6.6		Other accrued liabilities	1.6		0.1
Foreign exchange contracts on intercompany borrowings	Prepaid expenses and other	0.1		—		Other accrued liabilities	—		1.6
Total assets		$	17.6	$	9.5	Total liabilities	$	14.4	$	13.5

Fair Value Hedging [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Schedule Of Pretax Effects Of Derivative Instruments Designated As Hedges

The following table presents the pretax effects of derivative instruments designated as fair value hedges on the Company’s Condensed Consolidated Statements of Operations (in millions):

Derivatives in fair value hedging relationships	Location of gain (loss) recognized in income	Amount of gain (loss) recognized in income
			Three Months Ended
			March 31,
			2016			2015
Interest rate swaps	Interest expense, net		$	19.3		$	11.2
Fixed-rate debt	Interest expense, net		$	(19.3	)	$	(11.2	)

Cash Flow Hedging [Member]

Derivative Instruments, Gain (Loss) [Line Items]

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the pretax effects of derivative instruments designated as cash flow hedges on the Company’s Condensed Consolidated Statements of Operations and accumulated other comprehensive income (loss) (“AOCI”) (in millions):

Derivatives in cash flow hedging relationships	Location of gain (loss) recognized in income	Amount of gain (loss) reclassified  from AOCI into income
			Three Months Ended
			March 31,
			2016			2015
Forward-starting interest rate swaps	Interest expense, net		$	(0.2	)	$	(0.2	)
Cross-currency interest rate swaps on intercompany borrowings	Other expense, net		(11.8		)	—
Foreign exchange contracts on inventory-related purchases	Cost of products sold		1.7			4.3
			$	(10.3	)	$	4.1

Derivatives in cash flow hedging relationships	Amount of gain (loss) recognized in AOCI
		Three Months Ended
		March 31,
		2016			2015
Forward-starting interest rate swaps		$	(88.1	)	$	—
Cross-currency interest rate swaps on intercompany borrowings		(10.1		)	—
Foreign exchange contracts on inventory-related purchases		(5.2		)	5.8
Foreign exchange contracts on intercompany borrowings		0.2			2.6
		$	(103.2	)	$	8.4