Derivative and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Interest Rate Swaps

Notional Amount	Expires	Variable Rate	Fixed Rate (1)	Effective Fixed Rate(2)	Fair Value, December 31, 2013
$225	July 2014	1 Month LIBOR	1.37%	N/A	$(1.4)

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(1) The fixed rate represents the rate at which interest is paid by the Company pursuant to the terms of its interest rate swap agreements.

(2) As of December 31, 2013 the interest rate swaps are no longer effective and therefore the effective fixed rate is not applicable.

Fair Value Of Outstanding Derivatives

The following table summarizes the Company's fair value of outstanding derivatives at December 31, 2013 and December 31, 2012:

	Other Liability Derivatives
	December 31, 2013		December 31, 2012
Derivatives designated as hedging instruments
Interest rate swaps
Current	$	1.4	$	2.8
Non-current	—		1.2
Total derivatives designated as hedging instruments	1.4		4.0
Total derivatives	$	1.4	$	4.0

Effect Of Derivative Instrument On Statement Of Other Comprehensive Income

The impact on other comprehensive income ("OCI") and earnings from cash flow hedges for the twelve months ended December 31, 2013 and December 31, 2012 was as follows:

Derivatives in Cash Flow Hedging Relationships	Amount of Gain or (Loss) Recognized in OCI, net of tax, on Derivative (Effective Portion)				Location of (Gain) or Loss Reclassified from Accumulated OCI into Income (Effective Portion)	Amount of Loss Reclassified from Accumulated OCI into Income (Effective Portion)
	For the Twelve Months Ended					For the Twelve Months Ended
	December 31, 2013		December 31, 2012			December 31, 2013		December 31, 2012
Interest rate swaps	$	—	$	—	Interest expense	$	—	$	6.1
Foreign currency hedge contracts	—		—		Sales/ Revenue	—		—
Total	$	—	$	—		$	—	$	6.1