Derivative And Other Hedging Financial Instruments (Narrative) (Details)	3 Months Ended		3 Months Ended			3 Months Ended					3 Months Ended
	Mar. 31, 2012 USD ($)	Mar. 31, 2012 Foreign Currency Contracts [Member] USD ($)	Mar. 31, 2012 Commodity Contracts [Member] USD ($)	Mar. 31, 2012 7 1/2% Senior Subordinated Notes Due 2020 [Member]	Mar. 31, 2012 Cash Flow Hedges [Member] Swap Agreements [Member] USD ($)	Mar. 31, 2012 Cash Flow Hedges [Member] Forward-Starting Swaps [Member]	Mar. 31, 2012 Cash Flow Hedges [Member] Foreign Currency Contracts [Member]	Mar. 31, 2012 Net Investment Hedging [Member] USD ($)	Mar. 31, 2012 Net Investment Hedging [Member] 7 1/2% Senior Subordinated Notes Due 2020 [Member] EUR (€)	Mar. 31, 2012 Effective Commencing December 31, 2013 [Member] Forward-Starting Swaps [Member] USD ($)	Mar. 31, 2012 Effective Commencing December 31, 2013 [Member] Cash Flow Hedges [Member] Forward-Starting Swaps [Member]	Mar. 31, 2012 Derivatives Not Designated As Effective Hedges [Member] Foreign Currency Contracts [Member]
Derivative [Line Items]
Interest rate of debt instrument				7.50%					7.50%
Derivative maturity date			March 2014				January 2014				December 2015	January 2013
Notional amount outstanding in swap agreements, cash flow hedges					$ 750,000,000					$ 350,000,000
Effective date of swap agreement						December 31, 2013
Weighted average fixed rate of interest swaps					1.60%
Notional amount of foreign currency contracts designated as cash flow hedges		476,000,000
Notional amount of foreign currency contracts not designated as effective hedges		162,000,000
Notional amount of commodity-based derivatives not designated as effective hedges			13,000,000
Aggregate principal amount									150,000,000
Deferred losses on net investment hedge recorded in AOCI								8,900,000
Debt instrument maturity year				2020					2020
Deferred net losses within AOCI expected to be reclassified to earnings over the next twelve months	$ 8,800,000