Financial Instruments and Risk Management (Narrative) (Details) (USD $) In Millions, unless otherwise specified	12 Months Ended										12 Months Ended			12 Months Ended			12 Months Ended								12 Months Ended		12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010	Mar. 31, 2013	Mar. 31, 2012	Mar. 31, 2009	Mar. 31, 2008	Apr. 30, 2003	Dec. 31, 2013 Foreign Exchange Contract [Member]	Dec. 31, 2013 2005 Lock Agreement [Member]	Dec. 31, 2013 2005 Lock Agreement [Member] Five Year Notes Payable Issued in January 2006 [Member]	Dec. 31, 2013 2003 Lock Agreement [Member]	Dec. 31, 2013 2007 Lock Agreement [Member]	Dec. 31, 2013 2007 Lock Agreement [Member] 2013 Notes [Member]	Dec. 31, 2013 2007 Lock Agreement [Member] 2018 Notes [Member]	Dec. 31, 2013 Intercompany Loans [Member]	Dec. 31, 2012 Intercompany Loans [Member]	Dec. 31, 2013 Losses Amortized to Interest Expense in Five Years [Member] 2005 Lock Agreement [Member]	Dec. 31, 2013 Losses Amortized to Interest Expense in Five Years [Member] 2007 Lock Agreement [Member]	Dec. 31, 2013 Losses Amortized to Interest Expense in Ten Years [Member] 2003 Lock Agreement [Member]	Dec. 31, 2013 Losses Amortized to Interest Expense in Ten Years [Member] 2007 Lock Agreement [Member]	Dec. 31, 2012 Short-term Debt [Member]	Dec. 31, 2012 Long-term Debt [Member]	Dec. 31, 2013 January 2013 Interest-Rate Swap Termination [Member]	Jan. 31, 2013 January 2013 Interest-Rate Swap Termination [Member]	Dec. 31, 2013 March 2012 Interest-Rate Swap Termination [Member]	Dec. 31, 2012 March 2012 Interest-Rate Swap Termination [Member]	Mar. 31, 2013 March 2012 Interest-Rate Swap Termination [Member]
Minimum cumulative rate percentage of fair value derivative to qualify as highly effective derivative instrument	80.00%
Maximum cumulative rate percentage of fair value derivative to qualify as highly effective derivative instrument	125.00%
Percentage of long-term, fixed-rate borrowings converted to variable interest rate instruments using interest rate swaps		62.00%
Total exposure to floating rate interest rates	8.00%	69.00%
Notional Amount Related to Discontinuation of Interest Rate Fair Value Hedge						$ 350																				$ 1,000
Unrealized gains on interest-rate swap agreements	100.0	41.7			46.1																				64.3	90.4	35.7
Interest Rate Swap Termination Fee																									2.3				2.5
Amortization of Deferred Hedge Gains																									26.1		6.0	4.4
Adjustment for debt with fair value hedges	0	93.1																					2.8	90.3
Increase (Decrease) in Fair Value of Interest Rate Fair Value Hedging Instruments	(0.7)	(8.4)	53.2
Interest Rate Fair Value Hedge Ineffectiveness	0	0		0
Notional amounts of derivative contracts										184.7	250.0			500.0
Principal amount of debt							850.0	500.0	100.0			500.0			250.0	250.0
Hedge loss reclassified to interest expense	120.6	104.3	92.9											38.0					1.9	19.2	2.6	18.8
Hedge gains reclassified to other expense											2.5
Interest rate on debt instrument									6.25%				4.625%
Net losses on derivative hedges expected to be reclassified from AOCI to earnings	1.2
Gain (Loss) in other expense from undesignated foreign currency exchange contracts																	(3.5)	7.6
Gain (Loss) related to intercompany transactions for foreign currency change																	4.8	(4.6)
Gains on net investment hedges		4.3	2.8
Loss written-off resulting from non-performance of counterparties	$ 3.4