Derivative Instruments and Hedging Activities (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	9 Months Ended
Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps	74.00%		74.00%		74.00%
Total exposure to floating rate interest rates	82.00%		82.00%		81.00%
Notional amount of interest-rate swap agreements designated as fair value hedges of fixed rate debt	$ 1,725.0		$ 1,725.0
Gain (Loss) on Fair Value Hedges Recognized in Earnings	48.8	43.0	59.2	125.8
Notional amount of interest-rate swap agreements not designated as fair value hedges of fixed rate debt	250.0		250.0
Loss recorded in other expense from interest rate swap agreements not designated as hedges	0.1	0.1	0.1
Notional amounts of foreign currency exchange contracts	364.4		364.4
Gain in interest expense from undesignated foreign currency exchange contracts	(11.7)	12.2	8.8	0.1
Gain (loss) due to the effect of foreign currency exchange rates on intercompany loans	13.0	10.9	3.9	2.8
Derivative Instruments, Gain Recognized in Other Comprehensive Income (Loss), Effective Portion	$ 2.1

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

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Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period.

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Aggregate impact of foreign currency derivatives on earnings for the period. Includes impact of foreign currency cash flow hedge ineffectiveness and the ineffectiveness of fair value hedging derivatives and full change in fair value of the foreign currency derivatives not designated as hedging instruments.

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