DERIVATIVES AND OTHER FINANCIAL INSTRUMENTS (Details 3) - USD ($) $ in Millions	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014	May. 31, 2014
Interest rate swap fair value hedges
Balance—January 1			$ 10.4	$ 3.2	$ 3.2
Derivatives qualifying as cash flow hedges deferred in other comprehensive income	$ 12.7	$ 6.0	22.0	(64.3)
Derivatives qualifying as cash flow hedges reclassified to cost of products sold (effective portion)			(15.4)	(3.3)
Change in deferred taxes			(0.2)	0.9
Balance—September 30	$ 17.8	$ 0.7	17.8	0.7	$ 10.4
Foreign exchange contract
Interest rate swap fair value hedges
Derivatives qualifying as cash flow hedges deferred in other comprehensive income			$ 23.0	$ (0.1)
Fair value hedges
Interest rate swap fair value hedges
Notional Amount of Underlying						$ 700.0
4.90% Notes due 2019
Interest rate swap fair value hedges
Fixed Rate Received	4.90%		4.90%		4.90%
4.90% Notes due 2019 | Fair value hedges | 4.60% Notes due 2044
Interest rate swap fair value hedges
Notional Amount of Underlying						$ 700.0
Fixed Rate Received	4.90%		4.90%
Variable Rate Paid (U.S. 3 Month LIBOR )	3.14%		3.14%
Fair Value Asset	$ 13.7		$ 13.7