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Interest Rate Swaps (Details) (USD $)
In Millions, unless otherwise specified
 3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 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 (22.3)   (22.3)   0
Loss recognized in other comprehensive income (effective portion) (3.6) 0 (22.2) 0  
Loss recognized in earnings (ineffective portion) 0 0 (0.1) 0  
Amount reclassified from accumulated other comprehensive loss into earnings 0 [1] 0 [1] 0 [1] 0 [1]  
Estimated amount reclassified from accumulated other comprehensive loss into earnings within the next twelve months     $ 0.7    
[1] As of September 30, 2012, the estimated amount of deferred net losses that is reported in accumulated other comprehensive loss that is expected to be reclassified into earnings within the next twelve months is $0.7. This expectation is based on the anticipated timing of the hedged transactions.