Derivative Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2021

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

The following table summarizes our interest rate swaps as of September 30, 2021:

Trade Date	Notional Amount		Coverage Period	Risk Coverage
November 28, 2018	$	200.0	November 2018 to November 2023	USD-LIBOR
November 28, 2018	$	100.0	March 2021 to March 2025	USD-LIBOR
March 6, 2020	$	50.0	March 2020 to March 2022	USD-LIBOR
March 10, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR
March 11, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR

Summary of Fair Value of Derivative Instruments on Consolidated Balance Sheet

	Derivative Liabilities
		Fair Value
	Balance Sheet Location	September 30, 2021		December 31, 2020
Interest rate swap contracts	Accounts payable and accrued expenses	$	0.1	$	0.5
Interest rate swap contracts	Other long-term liabilities		20.2		28.4

Summary of Amount of Gain (Loss) Recognized in Accumulated Other Comprehensive Income

	Amount of Gain (Loss) Recognized in AOCI					Location of Gain (Loss) Reclassified from AOCI into Net Earnings (Loss)	Gain Reclassified from AOCI into Net Earnings (Loss)
	Nine Months Ended						Three Months Ended				Nine Months Ended
	September 30,						September 30,				September 30,
	2021		2020				2021		2020		2021		2020
Derivatives in cash flow hedging relationships
Interest rate swap contracts	$	14.1	$	(12.9	)	Interest expense	$	2.2	$	1.9	$	6.3	$	3.7