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Hedging Transactions and Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of derivative instruments in statement of financial position, fair value
The fair value of the Company's derivative instruments is reflected on a gross, rather than net, basis. The following table presents the fair values of the Company's derivative instruments that were designated and qualified as part of a hedging relationship (in millions):
 
 
 
 
Fair Value
 
 
 
 
December 31,
Derivatives Designated as Hedging Instruments
 
Balance Sheet Location
 
2013
 
2012
Foreign currency contracts
 
Other current liabilities
 
$
0.4

 
$
—

Interest rate contracts
 
Other current liabilities
 
—

 
1.9

Interest rate contracts
 
Other long term liabilities
 
0.1

 
0.4

    Total liabilities
 
 
 
$
0.5

 
$
2.3
Schedule of cash flow hedges included in accumulated other comprehensive income (loss) and statement of financial performance
The following table presents the pretax impact that changes in the fair values of derivatives designated as cash flow hedges had on AOCI and earnings during the years ended December 31, 2013, 2012 and 2011 (in millions):
 
Gain (Loss) Recognized in Other Comprehensive Income (“OCI”)
 
Location of Gain (Loss) Recognized in Income
 
Gain (Loss) Reclassified from AOCI into Income (Effective Portion)
2013
 
 
 
 
 
   Foreign currency contracts
$
(0.4
)
 
Costs and expenses
 
$
(0.4
)
   Interest rate contracts
(0.8
)
 
Interest expense
 
(2.5
)
 
 
 
 
 
 
2012
 
 
 
 
 
   Interest rate contracts
(0.8
)
 
Interest expense
 
(2.8
)
 
 
 
 
 
 
2011
 
 
 
 
 
   Interest rate contracts
(0.7
)
 
Interest expense
 
—