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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Amount of hedged item in hedging relationship. Excludes hedged asset or liability.

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Fixed interest rate related to the interest rate derivative.

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The number of derivative instruments of a particular group held by the entity.

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Hedging Activities, Derivative Instruments and Credit Risk, Interest Rate Swap Contracts (Details) € in Millions, $ in Millions	12 Months Ended
	Dec. 31, 2019 USD ($)	Dec. 31, 2019 EUR (€) Contract	Dec. 31, 2019 USD ($) Contract
LIBOR [Member]
Derivative, Fair Value, Net [Abstract]
Expected losses to be reclassified out of AOCI into earnings during next 12 months	$ 14.1
Long-term debt outstanding		€ 601.2	$ 927.6
Interest Rate Swap Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Number of contracts \| Contract		4	4
Interest Rate Swap Contracts [Member] \| LIBOR [Member]
Derivative, Fair Value, Net [Abstract]
Long-term debt hedged			$ 825.0
Interest Rate Swap Contracts [Member] \| LIBOR [Member] \| Minimum [Member]
Derivative, Fair Value, Net [Abstract]
Fixed interest rate		3.60%	3.60%
Interest Rate Swap Contracts [Member] \| LIBOR [Member] \| Maximum [Member]
Derivative, Fair Value, Net [Abstract]
Fixed interest rate		4.30%	4.30%