Derivative Instruments And Hedging Activities - Schedule of Interest Rate Swap (Details) - Fair Value Hedging - Interest Rate Swap - USD ($) $ in Millions	9 Months Ended
Sep. 30, 2020	Dec. 31, 2019
Derivative [Line Items]
Notional Amount	$ 1,380	$ 1,080
2012 Senior Notes due 2022
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 330	330
Floating Interest Rate	3-month USD LIBOR
2017 Senior Notes due 2021
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 0	500
Floating Interest Rate	3-month USD LIBOR
2017 Senior Notes due 2023
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 250	250
Floating Interest Rate	3-month USD LIBOR
2017 Senior Notes due 2028
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 500	0
Floating Interest Rate	3-month USD LIBOR
2020 Senior Notes due 2025
Derivative [Line Items]
Nature of Swap	Pay Floating/Receive Fixed
Notional Amount	$ 300	$ 0
Floating Interest Rate	6-month USD LIBOR

Description of the relevant terms of the derivative. Includes the type of instrument, risk being hedged, notional amount, counterparty, inception date, maturity date, relevant interest rates, strike price, cap price, and floor price.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal or face amount used to calculate payment on derivative.

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General discussion of the entity's interest rate fair value hedge activities.

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