Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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When the derivative or group of derivatives presented is a swap, the type of interest rate (fixed, variable, stepped, etc.) paid on the swap.

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Debt instrument base principal amount.

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Derivative effective date.

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Date the derivative contract notional amount begins to decline, in CCYY-MM-DD format.

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Notional amount of decline in the swap notional amount each quarter.

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Financial instrument at fair value.

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Number of derivative contracts outstanding.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fixed interest rate related to the interest rate derivative.

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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

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Fair value, after the 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, expected to be settled within one year or normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fair value, after the 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, expected to be settled after one year or the normal operating cycle, if longer. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Date the derivative contract matures, in CCYY-MM-DD format.

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Description of the type of derivative instrument, such as a swap, forward, and option. Excludes the underlying risk of the instrument.

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Total amount of gain (loss) derived from fair value hedges recognized in earnings in the period.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Amount before tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Amount before tax of reclassification adjustments of other comprehensive income (loss).

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Financial Instruments - Additional Information (Detail)	6 Months Ended	12 Months Ended
Financial Instruments - Additional Information (Detail)	Jun. 30, 2017 USD ($) DerivativeContract	Dec. 31, 2016 USD ($) DerivativeContract	Dec. 31, 2015 USD ($)
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current	$ 2,000,000	$ 2,900,000
Fair value of interest rate swap contract, noncurrent	800,000	$ 200,000
Term Loan
Financial Instrument At Fair Value [Line Items]
Debt instrument base principal amount	1,000
Debt instrument estimated market price per $1000 principal amount	$ 1,005
Currency Forward Contracts
Financial Instrument At Fair Value [Line Items]
Number of derivative contacts outstanding \| DerivativeContract	0	0
Interest Rate Swap
Financial Instrument At Fair Value [Line Items]
Gain loss recognized in earnings on hedge ineffectiveness	$ 0
Pretax unrealized loss recognized in other comprehensive income (loss) related to interest rate swap contract	1,400,000
Reclassified from accumulated other comprehensive loss in to earnings (interest expense)	1,600,000
Pre-tax amount of accumulated other comprehensive loss expected to be reclassified to interest expense during next twelve months	2,400,000
Fair value of interest rate swap contract	2,800,000
Interest Rate Swap \| Accounts Payable and Accrued Liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, current	2,000,000
Interest Rate Swap \| Other Noncurrent Liabilities
Financial Instrument At Fair Value [Line Items]
Fair value of interest rate swap contract, noncurrent	$ 800,000
Interest Rate Swap \| London Interbank Offered Rate (LIBOR)
Financial Instrument At Fair Value [Line Items]
Derivative, type of instrument	pay-fixed/receive-variable interest rate swap
Interest rate swap, type of interest rate	fixed
Interest rate swap, fixed rate	2.016%
Interest rate swap, floor rate	1.00%
Interest rate swap, effective date	Sep. 30, 2015
Derivative instrument, notional amount	$ 338,600,000		$ 344,800,000
Interest rate swap, notional amount decline each quarter	$ 875,000
Interest rate swap, notional amount decline commencing date	Dec. 31, 2015
Interest rate swap, final maturity date	Feb. 29, 2020