Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2019

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

Trade Date	Notional Amount		Coverage Period	Risk Coverage
November 13, 2016	$	200.0	November 2016 to March 2021	USD-LIBOR
November 28, 2018	$	200.0	November 2018 to November 2023	USD-LIBOR
November 28, 2018	$	100.0	March 2021 to March 2025	USD-LIBOR

Summary of Fair Value of Derivative Instruments on Consolidated Balance Sheet

	Derivative Assets					Derivative Liabilities
		Fair Value					Fair Value
	Balance Sheet Location	December 31, 2019		December 31, 2018		Balance Sheet Location	December 31, 2019		December 31, 2018
Interest rate swap contracts	Other non-current assets	$	1.3	$	9.6	Other long-term liabilities	$	15.6	$	6.1

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 Income	Gain (Loss) Reclassified from AOCI into Income
	2019			2018			2017				2019			2018			2017
Derivatives in cash flow hedging relationships
Natural gas commodity contracts	$	-		$	0.7		$	(1.3	)	Cost of goods sold	$	-		$	0.1		$	0.3
Foreign exchange contracts – purchases		-			0.1			(0.5	)	Cost of goods sold		-			-			-
Foreign exchange contracts – sales		-			0.7			(1.8	)	Net sales		-			-			0.1
Interest rate swap contracts		(20.0	)		(2.0	)		2.2		Interest expense		(1.4	)		(1.6	)		(0.9	)
Total	$	(20.0	)	$	(0.5	)	$	(1.4	)	Total (loss) from continuing operations	$	(1.4	)	$	(1.5	)	$	(0.5	)
										Total (loss) from discontinued operations		-			-			(0.1	)
										Total (loss)	$	(1.4	)	$	(1.5	)	$	(0.6	)