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Fair Value Measurements (Tables)
 12 Months Ended
Dec. 31, 2018
Fair Value Disclosures [Abstract]  
Schedule of losses (gains) on interest rate swaps
The following table shows the gains (losses) and interest expense on our interest rate swap contracts:
 
 
 Year Ended December 31,
 
 
2018
 
2017
 
2016
Gains (losses) recorded in accumulated other comprehensive loss, net of tax
 
$
0.1

 
$
(4.2
)
 
$
(3.0
)
Interest expense recorded related to interest rate swap contracts
 
2.6

 
7.0

 
8.2
Schedule of Effect of Interest Rate Swap Contracts Designated as Cash Flow Hedges
The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations and comprehensive loss:
 
 
 Year Ended December 31,
2018
 
 
Interest expense
Total amounts of expense line item presented in the statements of operations and comprehensive loss in which the effects of cash flow hedges are recorded
 
$
(597.2
)
Hedged item
 
(16.6
)
Derivative designated as hedging instrument
 
14.0
Schedule of fair value hedges
The following table shows the fair value of our hedges:
 
Balance Sheet Line Item
 
December 31, 2018
 
December 31, 2017
Interest rate swaps(1)(3)
Other assets/(accrued liabilities)
 
$
0.2

 
$
(0.2
)
Cross-currency interest rate swaps(2)(3)
Other assets
 
18.0

 
—

(1) The gains (loss) of $0.2 million, ($0.2 million) and ($6.9 million) for the years ended December 31, 2018, 2017 and 2016, respectively, are reflected in Derivative financial instrument unrealized gain (loss), net of tax in Other comprehensive income.
(2) The gain of $18.0 million for the year ended December 31, 2018 is reflected in Foreign currency translation loss, net of tax in Other comprehensive income.
(3) The inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.