Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fair value as of the balance sheet date of all derivative liabilities designated as interest rate fair value hedging instruments.

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Derivatives and Hedging (Details) - USD ($) $ in Millions		3 Months Ended	9 Months Ended
Derivatives and Hedging (Details) - USD ($) $ in Millions	Apr. 01, 2020	Sep. 30, 2020	Sep. 30, 2020	Dec. 31, 2019
Forward foreign exchange contracts \| Fair Value, Inputs, Level 2
Derivative
Estimated liability of contracts designated as hedging instruments, fair value		$ 0.7	$ 0.7	$ 0.1
Interest Rate Swap Agreements
Derivative
Gain (loss) on derivatives		0.0	0.0
Interest Rate Swap Agreements \| Fair Value, Inputs, Level 2
Derivative
Fair value of the swaps designated as hedging instruments estimated net liability		$ 5.4	$ 5.4
Interest Rate Swap Agreements \| Floating Rate Floor Plan Debt
Derivative
Derivative, term	5 years
Portion of floating rate floor plan debt fixed by swap agreements	$ 300.0
Interest rate swap, fixed (as a percent)	0.5875%