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

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

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

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Notional maturities for all interest-rate contracts maturing thereafter.

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

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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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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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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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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020	Dec. 31, 2020
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative assets	$ 43.7		$ 43.7		$ 20.5
Fair Value Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Remaining cumulative basis adjustments on discontinued hedge relationship	(0.2)		$ (0.2)		$ (0.4)
Cash Flow Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Maximum length of future cash flow hedges			6 years 9 months 18 days
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			$ 15.7
Reclassification from AOCI
Net Investment Hedging
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative notional amount outstanding	360.7		360.7
Pre-tax (loss) gain recognized in OCI	8.3		17.9
Interest-Rate Contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Notional amount of outstanding contracts	3,681.5		3,681.5
Notional maturities for interest-rate contracts, remainder of 2021	15.4		15.4
Notional maturities for interest-rate contracts 2022	932.9		932.9
Notional maturities for interest-rate contracts 2023	740.9		740.9
Notional maturities for interest-rate contracts 2024	718.0		718.0
Notional maturities for interest-rate contracts 2025	628.7		628.7
Notional maturities for interest-rate contracts 2026	264.5		264.5
Notional maturities for interest-rate contracts thereafter	381.1		381.1
Foreign-exchange contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative notional amount outstanding	1,793.8		$ 1,793.8
Foreign-exchange contracts maturity period			within one year
Commodity contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative notional amount outstanding	$ 97.7		$ 97.7
Foreign-exchange contracts maturity period			within one year