Interest Rate Swaps (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended				6 Months Ended
	Jun. 30, 2012		Jun. 30, 2011		Jun. 30, 2012		Jun. 30, 2011		Dec. 31, 2011
Debt and Credit Arrangements [Abstract]
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	$ 300.0				$ 300.0
Ending date hedged in interest rate cash flow hedge	Dec. 31, 2013				Dec. 31, 2013
Interest Rate Swap Agreements at Fair Value	(18.6)				(18.6)				0
Loss recognized in other comprehensive income (effective portion)	(15.8)		0		(18.6)		0
Loss recognized in earnings (ineffective portion)	(0.1)		0		(0.1)		0
Amount reclassified from other comprehensive income into earnings	$ 0	[1]	$ 0	[1]	$ 0	[1]	$ 0	[1]

[1] As of June 30, 2012, there are no deferred net losses on our interest rate swap agreements accumulated in other comprehensive income which are expected to be reclassified into earnings during the next twelve months. This expectation is based on the anticipated timing of the hedged transactions.