Hedging Activities and Fair Value Measurements, Fair Value Measurements (Details) - Recurring [Member] $ in Millions	Jun. 30, 2017 USD ($)
Financial Assets [Abstract]
Foreign currency forwards	$ 0.2	[1]
Cross currency interest rate swaps	12.7	[2]
Trading securities held in deferred compensation plan	4.9	[3]
Total	17.8
Financial Liabilities [Abstract]
Foreign currency forwards	1.4	[1]
Interest rate swaps	60.5	[4]
Deferred compensation plan	4.9	[3]
Total	66.8
Level 1 [Member]
Financial Assets [Abstract]
Foreign currency forwards	0.0	[1]
Cross currency interest rate swaps	0.0	[2]
Trading securities held in deferred compensation plan	4.9	[3]
Total	4.9
Financial Liabilities [Abstract]
Foreign currency forwards	0.0	[1]
Interest rate swaps	0.0	[4]
Deferred compensation plan	4.9	[3]
Total	4.9
Level 2 [Member]
Financial Assets [Abstract]
Foreign currency forwards	0.2	[1]
Cross currency interest rate swaps	12.7	[2]
Trading securities held in deferred compensation plan	0.0	[3]
Total	12.9
Financial Liabilities [Abstract]
Foreign currency forwards	1.4	[1]
Interest rate swaps	60.5	[4]
Deferred compensation plan	0.0	[3]
Total	61.9
Level 3 [Member]
Financial Assets [Abstract]
Foreign currency forwards	0.0	[1]
Cross currency interest rate swaps	0.0	[2]
Trading securities held in deferred compensation plan	0.0	[3]
Total	0.0
Financial Liabilities [Abstract]
Foreign currency forwards	0.0	[1]
Interest rate swaps	0.0	[4]
Deferred compensation plan	0.0	[3]
Total	$ 0.0

[1] Based on calculations that use readily observable market parameters as their basis, such as spot and forward rates.

[2] Based on observable foreign exchange market pricing parameters such as spot and forward rates and the present value of all expected future cash flows. The present value calculation incorporates foreign exchange market pricing, discount rates, and credit quality adjustments of the Company and its counterparties.

[3] Based on the quoted price of publicly traded mutual funds which are classified as trading securities and accounted for using the mark-to-market method.

[4] Measured as the present value of all expected future cash flows based on the LIBOR-based swap yield curves as of June 30, 2017. The present value calculation uses discount rates that have been adjusted to reflect the credit quality of the Company and its counterparties.