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Debt and Credit Arrangements Interest Rate Swaps (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended
	Dec. 31, 2012
Interest Rate Swaps [Abstract]
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	$ 300.0
Ending date hedged in interest rate cash flow hedge	Dec. 31, 2013
Cash paid to settle interest rate swap agreements	24.0
Derivative Instruments, Loss Recognized in Income, Net	2.1
Interest Rate Cash Flow Hedge Liability at Fair Value	21.9
Derivative Instruments, Loss Reclassified from Accumulated OCI into Income, Effective Portion, Net	0.3
Cash Flow Hedge Loss to be Reclassified within Twelve Months	$ (1.7)

The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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- Definition

The amount of net gains and losses recognized in income during the period on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges, on derivative instruments designated and qualifying as hedging instruments in cash flow hedges, and on derivative instruments not designated as hedging instruments.

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