Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Sep. 30, 2012	Sep. 30, 2011
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 450.0	$ 583.9
Pay %	LIBOR	LIBOR
Average Receive %	3.23%	3.38%
Years Average Maturity	4 years 8 months	4 years 6 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	452.8	300.0
Pay %		2.33%
Pay %	Various
Average Receive %	Various	LIBOR
Years Average Maturity	0 years 7 months	0 years 5 months
Cross Currency Interest Rate Swaps (Net Investment Hedge) [Member]
Derivative [Line Items]
US$ Notional	243.5	32.2
Pay %	3.95%	5.54%
Average Receive %	0.96%	5.48%
Years Average Maturity	3 years 2 months	2 years 6 months
Treasury Locks [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 0	$ 0
Pay %	0.00%	0.00%
Years Average Maturity	0 years 0 months	0 years 0 months