Derivatives And Risk Management (Narrative) (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Concentration Risk [Line Items]
Value of forward starting interest rate swap cash flow hedge	$ 0
Benchmark interest rate for forward starting interest rate swap	three-month LIBOR
Number of years of interest payments hedged in forward starting interest rate swap	7 years
Amount of forecasted debt issuance to be hedged by forward starting interest rate swap	325.0
Credit Concentration Risk [Member]
Concentration Risk [Line Items]
Oustanding invoices	107.0	144.0
Percentage of outstanding invoices	18.00%	22.00%
OEM Customer [Member] | Credit Concentration Risk [Member]
Concentration Risk [Line Items]
Oustanding invoices	$ 48.0	$ 68.0
Percentage of outstanding invoices	8.00%	10.00%