Financial Instruments and Derivative Financial Instruments (Details) - USD ($) $ in Millions	6 Months Ended
	Jun. 30, 2018	Dec. 31, 2017
Derivative [Line Items]
Long-term Debt	$ 257.3	$ 270.9
Long-term Debt, Fair Value	$ 257.8	272.2
Objectives for Using Net Investment Hedging Instruments	The Company periodically enters into forward foreign currency contracts that are designated as net investment hedges of the Company's net investment in its foreign subsidiaries. For derivative instruments that are designated and qualified as a hedge of a net investment in foreign currency, the gain or loss is reported in other comprehensive income as part of the cumulative translation adjustment to the extent it is effective. The Company utilizes the forward-rate method of assessing hedge effectiveness. Any ineffective portion of net investment hedges would be recognized in the unaudited condensed consolidated statement of operations in the same period as the change.
Discussion of Objectives for Using Interest Rate Derivative Instruments	The Company uses interest rate swap agreements to partially reduce risks related to floating rate financing agreements that are subject to changes in the market rate of interest. Terms of the interest rate swap agreements require the Company to receive a variable interest rate and pay a fixed interest rate. The Company's interest rate swap agreements and its variable rate financings are predominately based upon the one or three-month LIBOR. Changes in the fair value of interest rate swap agreements that are effective as hedges are recorded in OCI. Deferred gains or losses are reclassified from OCI to the unaudited condensed consolidated statements of operations in the same period as the gains or losses from the underlying transactions are recorded and are generally recognized in interest expense. The ineffective portion of derivatives that are classified as hedges is immediately recognized in earnings and included on the line "Other" in the "Other (income) expense" section of the unaudited condensed consolidated statements of operations.
Interest Rate Derivatives, at Fair Value, Net	$ (3.8)	(0.8)
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$ (0.4)
Cross Currency Interest Rate Contract [Member]
Derivative [Line Items]
Discussion of Objectives for Using Foreign Currency Derivative Instruments	The Company uses cross-currency swaps, which hedge the variability of expected future cash flows that are attributable to foreign currency risk of certain intercompany loans. These agreements include initial and final exchanges of principal and associated interest payments from fixed euro denominated to fixed U.S.-denominated amounts. Changes in the fair value of cross-currency swaps that are effective as hedges are recorded in OCI. Deferred gains or losses are reclassified from OCI to the unaudited condensed consolidated statements of operations in the same period as the gains or losses from the underlying transactions are recorded and are generally recognized in other (income) expense and interest expense. The ineffective portion of derivatives that are classified as hedges is immediately recognized in earnings and is also generally recognized in other (income) expense.
Foreign Exchange Contract [Member]
Derivative [Line Items]
Discussion of Objectives for Using Foreign Currency Derivative Instruments	The Company uses forward foreign currency exchange contracts to partially reduce risks related to transactions denominated in foreign currencies. These contracts hedge firm commitments and forecasted transactions relating to cash flows associated with sales and purchases denominated in non-functional currencies. The Company offsets fair value amounts related to foreign currency exchange contracts executed with the same counterparty. Changes in the fair value of forward foreign currency exchange contracts that are effective as hedges are recorded in OCI. Deferred gains or losses are reclassified from OCI to the unaudited condensed consolidated statements of operations in the same period as the gains or losses from the underlying transactions are recorded and are generally recognized in cost of sales. The ineffective portion of derivatives that are classified as hedges is immediately recognized in earnings and is also generally recognized in cost of sales.
Derivative, Notional Amount	$ 1,082.0	860.2
Derivative, Fair Value, Net	(10.0)	(2.1)
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	(0.2)
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 100.0	$ 100.0
Derivative, Average Fixed Interest Rate	1.47%	1.47%
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge	Extending to December 2018
Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Short [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 56.5	$ 56.5
Derivative, Average Fixed Interest Rate	1.94%	1.94%
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge	Extending to November 2022
Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Long [Member]
Derivative [Line Items]
Derivative, Notional Amount	$ 83.5	$ 83.5
Derivative, Average Fixed Interest Rate	2.20%	2.20%
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge	December 2018 to May 2023
Secured Debt [Member]
Derivative [Line Items]
Long-term Debt, Gross	$ 200.0