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Subsequent Events	12 Months Ended
Subsequent Events	Dec. 31, 2018
Subsequent Events [Abstract]
Subsequent Events	Subsequent Events Cash Flow Hedges On January 22, 2019, the Company entered into three interest rate swap cash flow contracts with U.S. dollar notional amounts of $1 billion with a fixed rate of 2.56%, $500 million with a fixed rate of 2.56%, and $500 million with a fixed rate of 2.55%. The purpose of these contracts is to eliminate the variability of cash flows in interest payments associated with $2 billion of the Company's variable rate debt, the sole source of which is due to changes in the 1-month LIBOR benchmark interest rate. The Company anticipates that these derivative instruments will be designated and qualify as cash flow hedging instruments to reduce the exposure to changes in interest rates. The effective date of the hedges is January 31, 2019 and the maturity dates are January 31, 2022, January 31, 2023 and December 19, 2023, respectively.