Financial Instruments (Schedule of Interest Rate Swaps and Cross Currency Interest Rate Swaps) (Details) (USD $) In Millions, unless otherwise specified	9 Months Ended	12 Months Ended
	Jun. 30, 2014	Sep. 30, 2013
Interest Rate Swaps Contracts [Member] | Fair Value Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 400.0	$ 300.0
Pay %	LIBOR	LIBOR
Average Receive %	3.25%	3.61%
Years Average Maturity	5 years 1 month	5 years 11 months
Interest Rate Swaps Contracts [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	863.6	52.8
Pay %	2.70%	6.84%
Average Receive %	0.53%	5.64%
Years Average Maturity	0 years 6 months	1 year 5 months
Cross Currency Interest Rate Swaps [Member] | Net Investment Hedges [Member]
Derivative [Line Items]
US$ Notional	371.2	310.8
Pay %	3.62%	3.87%
Average Receive %	0.82%	0.72%
Years Average Maturity	2 years 5 months	2 years 5 months
Cross Currency Interest Rate Swaps [Member] | Cash Flow Hedges [Member]
Derivative [Line Items]
US$ Notional	$ 446.3	$ 169.3
Pay %	3.39%	3.48%
Average Receive %	2.86%	2.53%
Years Average Maturity	4 years 4 months	4 years 10 months