Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended	12 Months Ended
	Dec. 31, 2013	Sep. 30, 2013
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 300.0	$ 300.0
Pay %	LIBOR	LIBOR
Average Receive %	3.61%	3.61%
Years Average Maturity	5 years 7 months	5 years 11 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	52.8	52.8
Pay %	6.84%	6.84%
Average Receive %	5.64%	5.64%
Years Average Maturity	1 year 1 month	1 year 5 months
Cross Currency Interest Rate Swaps [Member] | Net Investment Hedges [Member]
Derivative [Line Items]
US$ Notional	310.8	310.8
Pay %	3.87%	3.87%
Average Receive %	0.72%	0.72%
Years Average Maturity	2 years 1 month	2 years 5 months
Cross Currency Interest Rate Swaps [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 202.2	$ 169.3
Pay %	3.60%	3.48%
Average Receive %	2.51%	2.53%
Years Average Maturity	4 years 10 months	4 years 10 months