Hedging Activities, Derivative Instruments and Credit Risk, Interest Rate Swap Contracts (Details) - 12 months ended Dec. 31, 2019 € in Millions, $ in Millions	USD ($) Contract	EUR (€) 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	$ 927.6	€ 601.2
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%

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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-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
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- Definition

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

+ References

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

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

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Amount, after unamortized (discount) premium and debt issuance costs, of long-term debt. Includes, but not limited to, notes payable, bonds payable, debentures, mortgage loans and commercial paper. Excludes capital lease obligations.

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