Share Based Awards - Schedule of Assumptions Used in Black-Scholes Model to Estimate Fair Value of Stock Awards (Details)	3 Months Ended	9 Months Ended
Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2018	Dec. 31, 2017
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected term	6 years 1 month 6 days
Expected volatility	34.60%
Expected volatility, minimum		37.00%	34.60%	37.00%
Expected volatility, maximum		37.50%	36.80%	37.70%
Risk-free rate	3.10%
Risk-free rate, minimum		2.10%	2.80%	1.90%
Risk-free rate, maximum		2.20%	3.10%	2.20%
Minimum
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected term		5 years 7 months 6 days	6 years 1 month 6 days	5 years 7 months 6 days
Maximum
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected term		6 years 1 month 6 days	6 years 3 months 18 days	6 years 1 month 6 days

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

+ Details

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The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References

No definition available.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(i)
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-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=115993241&loc=d3e301413-122809

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