Notional maturities for all interest-rate contracts during fiscal year five.

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Notional maturities for all interest-rate contracts during fiscal year four.

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No definition available.

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- Definition

Notional maturities for all interest-rate contracts for the remainder of the fiscal year (year one).

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No definition available.

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- Definition

Notional maturities for all interest-rate contracts during fiscal year three.

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No definition available.

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Notional maturities for all interest-rate contracts during the next fiscal year (year two).

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No definition available.

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- Definition

Notional maturities for all interest-rate contracts maturing thereafter.

+ References

No definition available.

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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-Publisher FASB
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- Definition

Amount as of the balance sheet date of the unamortized adjustment to the carrying value of an interest-bearing hedged item made under an effective fair value hedge that is amortized upon discontinuation of the fair value hedge.

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- Definition

Nominal or face amount used to calculate payments on the derivative asset.

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- Definition

Description of the relevant terms of the derivative. Includes the type of instrument, risk being hedged, notional amount, counterparty, inception date, maturity date, relevant interest rates, strike price, cap price, and floor price.

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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.

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No definition available.

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The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

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Nominal or face amount used to calculate payment on derivative.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount before tax and reclassification adjustments of other comprehensive income (loss).

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Fair Value Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Remaining cumulative basis adjustments on discontinued hedge relationship	$ (0.4)	$ (1.5)
Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Maximum length of future cash flow hedges	7 years 6 months
Accumulated net loss on derivative contracts included in accumulated other comprehensive loss expected to be recognized in the Consolidated Statements of Comprehensive Income in the following 12 months, net of tax	$ 15.0
Reclassification from AOCI
Net Investment Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative notional amount outstanding	344.8
Pre-tax loss recognized in OCI	20.4
Interest-Rate Contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount of outstanding contracts	3,280.5
Notional maturities for interest-rate contracts 2021	1,241.1
Notional maturities for interest-rate contracts 2022	950.0
Notional maturities for interest-rate contracts 2023	761.8
Notional maturities for interest-rate contracts 2024	169.6
Notional maturities for interest-rate contracts 2025	58.9
Notional maturities for interest-rate contracts thereafter	99.1
Foreign-exchange contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative notional amount outstanding	$ 1,128.8
Foreign-exchange contracts maturity period	within one year