Derivative Instruments and Hedging Activities (Narrative) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011	Dec. 31, 2011
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps	62.00%		62.00%		74.00%
Total exposure to floating rate interest rates	70.00%		70.00%		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
Amortization of Interest Rate Swap Gains	1.5		2.9
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	0.4	48.8	(0.7)	59.2
Notional amount of interest-rate swap agreements not designated as fair value hedges of fixed rate debt	250		250
Gain (Loss) on Interest Rate Derivative Instruments Not Designated as Hedging Instruments	(0.1)		(0.1)
Gain (Loss) on Interest Rate Fair Value Hedge Ineffectiveness	0	0	0	0
Notional amounts of foreign currency exchange contracts	282.0		282.0
Gain (loss) in interest expense from undesignated foreign currency exchange contracts	9.8	(11.7)	4.2	8.8
Gain (loss) due to the effect of foreign currency exchange rates on intercompany loans	(8.8)	13.0	(1.4)	(3.9)
Derivative Instruments, Gain Recognized in Other Comprehensive Income (Loss), Effective Portion			$ 0.3