Derivative Instruments and Hedging Activities (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011	Dec. 31, 2011
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps	61.00%		61.00%		74.00%
Total exposure to floating rate interest rates	72.00%		72.00%		82.00%
Notional Amount Related to Discontinuation of Interest Rate Fair Value Hedge	$ 350		$ 350
Deferred Gain (Loss) on Discontinuation of Interest Rate Fair Value Hedge	46.1		46.1
Interest Rate Swap Termination Fee	2.5		2.5
Notional amount of interest-rate swap agreements designated as fair value hedges of fixed rate debt	1,375		1,375
Gain (Loss) on Fair Value Hedges Recognized in Earnings	3.4	26.3	(1.1)	10.4
Notional amount of interest-rate swap agreements not designated as fair value hedges of fixed rate debt	250		250
Gain (Loss) on Interest Rate Fair Value Hedge Ineffectiveness	0	0	0	0
Notional amounts of foreign currency exchange contracts	362.5		362.5
Gain in interest expense from undesignated foreign currency exchange contracts	(8.9)	4.8	(5.6)	20.5
Gain (loss) due to the effect of foreign currency exchange rates on intercompany loans	10.2	(2.7)	7.4	(16.9)
Derivative Instruments, Gain Recognized in Other Comprehensive Income (Loss), Effective Portion			$ (0.3)