Financial Instruments (Interest Rate Management Contracts and Cross Currency Interest Rate Swaps) (Details) - USD ($) $ in Millions	3 Months Ended	12 Months Ended
	Dec. 31, 2020	Sep. 30, 2020
Interest Rate Swaps Contracts | Designated as Hedging Instrument | Fair Value Hedges
Derivative [Line Items]
US$ Notional	$ 200.0	$ 200.0
Average Pay %	LIBOR	LIBOR
Average Receive %	2.76%	2.76%
Years Average Maturity	9 months 18 days	1 year 1 month 6 days
Cross currency interest rate swaps | Designated as Hedging Instrument | Net Investment Hedges
Derivative [Line Items]
US$ Notional	$ 205.6	$ 201.6
Average Pay %	4.30%	4.27%
Average Receive %	3.13%	3.12%
Years Average Maturity	3 years	3 years 2 months 12 days
Cross currency interest rate swaps | Designated as Hedging Instrument | Cash Flow Hedges
Derivative [Line Items]
US$ Notional	$ 1,099.6	$ 1,057.9
Average Pay %	4.85%	4.83%
Average Receive %	2.94%	2.98%
Years Average Maturity	2 years 6 months	2 years 6 months
Cross currency interest rate swaps | Not Designated as Hedging Instrument
Derivative [Line Items]
US$ Notional	$ 8.8	$ 12.8
Average Pay %	5.39%	5.39%
Average Receive %	3.54%	3.54%
Years Average Maturity	2 years 10 months 24 days	3 years 2 months 12 days