Derivatives and Hedging	12 Months Ended
Dec. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging	Derivatives and Hedging Cash Flow Hedge In July 2018, the Company entered into an interest rate swap to mitigate variability in forecasted interest payments on $500,000 of the Company’s U.S. dollar-denominated unsecured variable rate debt. The interest rate swap effectively converts a portion of the floating rate interest payment into a fixed rate interest payment. The Company designated the interest rate swap as a qualifying hedging instrument and is accounting for this derivative as a cash flow hedge. The fair value of the interest rate cash flow hedge was not material as of December 31, 2018. Gains or losses related to the interest rate cash flow hedge were not material during the year ended December 31, 2018. Hedges of Net Investments in Foreign Operations In July 2018, concurrent with the cash flow hedge described above, the Company entered into a cross-currency swap agreement to effectively convert $500,000 of the U.S. dollar-denominated unsecured variable rate debt to fixed-rate Euro-denominated debt. The risk management objective of this transaction is to manage foreign currency risk relating to a European subsidiary and reduce the variability in the functional currency equivalent cash flows of the unsecured variable rate debt. The Company designated the cross-currency swap as a qualifying hedging instrument and is accounting for this derivative as a hedge of the foreign currency exchange rate exposure of an equal amount to the Company's Euro-denominated net investment in a European subsidiary. The fair value of the cross currency hedge was not material as of December 31, 2018. Gains or losses related to the cross-currency swap agreement were not material during the year ended December 31, 2018. As of December 31, 2018, the Company had designated €700,000 of the face value of Euro-denominated debt, a non-derivative financial instrument, as a hedge of the foreign currency exchange rate exposure of an equal amount to the Company's euro-denominated net investment in certain European subsidiaries. As of December 31, 2018, the euro-denominated debt has a total carrying value of $801,010, which is included in long-term debt in the Company’s consolidated balance sheet. For the year ended December 31, 2018, the Company recorded a gain, net of tax, of approximately $28,360 in the net investment hedge section of the accumulated other comprehensive loss in the Company’s consolidated balance sheet. The Company did not reclassify any gains or losses related to net investment hedges from accumulated other comprehensive loss into earnings during the year ended December 31, 2018. Amounts would only be reclassified into earnings if the European subsidiary were liquidated, or otherwise disposed.

Derivatives and Hedging

Cash Flow Hedge

In July 2018, the Company entered into an interest rate swap to mitigate variability in forecasted interest payments on $500,000 of the Company’s U.S. dollar-denominated unsecured variable rate debt. The interest rate swap effectively converts a portion of the floating rate interest payment into a fixed rate interest payment. The Company designated the interest rate swap as a qualifying hedging instrument and is accounting for this derivative as a cash flow hedge. The fair value of the interest rate cash flow hedge was not material as of December 31, 2018. Gains or losses related to the interest rate cash flow hedge were not material during the year ended December 31, 2018.

Hedges of Net Investments in Foreign Operations

In July 2018, concurrent with the cash flow hedge described above, the Company entered into a cross-currency swap agreement to effectively convert $500,000 of the U.S. dollar-denominated unsecured variable rate debt to fixed-rate Euro-denominated debt. The risk management objective of this transaction is to manage foreign currency risk relating to a European subsidiary and reduce the variability in the functional currency equivalent cash flows of the unsecured variable rate debt. The Company designated the cross-currency swap as a qualifying hedging instrument and is accounting for this derivative as a hedge of the foreign currency exchange rate exposure of an equal amount to the Company's Euro-denominated net investment in a European subsidiary. The fair value of the cross currency hedge was not material as of December 31, 2018. Gains or losses related to the cross-currency swap agreement were not material during the year ended December 31, 2018.

As of December 31, 2018, the Company had designated €700,000 of the face value of Euro-denominated debt, a non-derivative financial instrument, as a hedge of the foreign currency exchange rate exposure of an equal amount to the Company's euro-denominated net investment in certain European subsidiaries. As of December 31, 2018, the euro-denominated debt has a total carrying value of $801,010, which is included in long-term debt in the Company’s consolidated balance sheet. For the year ended December 31, 2018, the Company recorded a gain, net of tax, of approximately $28,360 in the net investment hedge section of the accumulated other comprehensive loss in the Company’s consolidated balance sheet.

The Company did not reclassify any gains or losses related to net investment hedges from accumulated other comprehensive loss into earnings during the year ended December 31, 2018. Amounts would only be reclassified into earnings if the European subsidiary were liquidated, or otherwise disposed.