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Financial Instruments and Risk Management (Narrative) (Details) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2012
Dec. 31, 2011
Dec. 31, 2010
Jan. 31, 2013
Mar. 31, 2012
Mar. 31, 2009
Mar. 31, 2008
Apr. 30, 2003
Minimum cumulative rate percentage of fair value derivative to qualify as highly effective derivative instrument 85.00%              
Maximum cumulative rate percentage of fair value derivative to qualify as highly effective derivative instrument 125.00%              
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps 62.00% 74.00%            
Total exposure to floating rate interest rates 69.00% 82.00%            
Notional Amount Related to Discontinuation of Interest Rate Fair Value Hedge       $ 1,000.0 $ 350.0      
Amortization of Deferred Hedge Gains 4.4              
Notional amount of interest-rate swap agreements designated as fair value hedges of fixed rate debt 1,375.0              
Adjustment for debt with fair value hedges 93.1 147.6            
Unrealized gains on interest-rate swap agreements 41.7 0   90.4 46.1      
Interest Rate Swap Termination Fee         2.5      
Gain (Loss) on Fair Value Hedges Recognized in Earnings 8.4 53.2            
Notional amount of interest-rate swap agreements not designated as fair value hedges of fixed rate debt 250.0              
Interest Rate Fair Value Hedge Ineffectiveness 0 0 0          
Principal amount of debt           850.0 500.0 100.0
Interest rate on debt instrument               6.25%
Notional amounts of foreign currency exchange contracts 315.3              
Net losses on derivative hedges expected to be reclassified from AOCI to earnings 1.7              
Derivative Instruments, Gain (Loss) Recognized in Other Comprehensive Income (Loss), Effective Portion, Net 4.3 2.8 (3.7)          
Loss written-off resulting from non-performance of counterparties 99.7              
2005 Lock Agreement [Member]
               
Notional amounts of derivative contracts 250.0              
Hedge gains reclassified to other expense 2.5              
2005 Lock Agreement [Member] | Five Year Notes Payable Issued in January 2006 [Member]
               
Principal amount of debt 500.0              
2003 Lock Agreement [Member]
               
Interest rate on debt instrument 4.625%              
2007 Lock Agreement [Member]
               
Notional amounts of derivative contracts 500.0              
Hedge loss reclassified to interest expense 38.0              
2007 Lock Agreement [Member] | 2013 Notes [Member]
               
Principal amount of debt 250.0              
2007 Lock Agreement [Member] | 2018 Notes [Member]
               
Principal amount of debt 250.0              
Intercompany Loans [Member]
               
Gain (Loss) in other expense from undesignated foreign currency exchange contracts 7.6 8.7            
Gain (Loss) related to intercompany transactions for foreign currency change (4.6) (3.2)            
Losses Amortized to Interest Expense in Five Years [Member] | 2005 Lock Agreement [Member]
               
Hedge loss reclassified to interest expense 1.9              
Losses Amortized to Interest Expense in Five Years [Member] | 2007 Lock Agreement [Member]
               
Hedge loss reclassified to interest expense 19.2              
Losses Amortized to Interest Expense in Ten Years [Member] | 2003 Lock Agreement [Member]
               
Hedge loss reclassified to interest expense 2.6              
Losses Amortized to Interest Expense in Ten Years [Member] | 2007 Lock Agreement [Member]
               
Hedge loss reclassified to interest expense 18.8              
Avon Japan [Member]
               
Effective loss on foreign-currency denominated debt recorded in accumulated other comprehensive income     20.1          
Short-term Debt [Member]
               
Adjustment for debt with fair value hedges 2.8              
Long-term Debt [Member]
               
Adjustment for debt with fair value hedges $ 90.3