Fair Value of Financial Instruments - Schedule of Fair Value of Financial Instruments (Detail) - USD ($) $ in Millions		Jul. 31, 2015	Oct. 31, 2014
Financial Instruments
Other select financial assets		$ 62.6	$ 48.2
Assets		81.0	66.6
Contingent consideration liability		3.8
Other select financial liabilities		310.4	321.4
Fair Value, Inputs, Level 1
Financial Instruments
Cash and cash equivalents	[1]	51.2	36.7
Deposit assets	[2]	11.4	11.5
Fair Value, Inputs, Level 2
Financial Instruments
Line of credit	[3]	305.1	319.8
Fair Value, Measurements, Recurring
Financial Instruments
Financial assets		18.4	18.4
Financial liabilities		5.3	1.6
Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 1
Financial Instruments
Assets held in funded deferred compensation plan	[4]	5.4	5.4
Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 2
Financial Instruments
Interest rate swaps	[5]	0.1	0.2
Fair Value, Measurements, Recurring | Fair Value, Inputs, Level 3
Financial Instruments
Investments in auction rate securities	[6]	13.0	13.0
Contingent consideration liability	[7]	$ 5.2	$ 1.4

[1] Cash and cash equivalents are stated at nominal value, which equals fair value.

[2] Represents restricted insurance deposits that are used to collateralize our insurance obligations and are stated at nominal value, which equals fair value. These insurance deposits are included in “Other assets” on the accompanying unaudited consolidated balance sheets. See Note 8, “Insurance,” for further information.

[3] Represents outstanding borrowings under our syndicated line of credit. Due to variable interest rates, the carrying value of outstanding borrowings under our line of credit approximates the fair value. See Note 9, “Line of Credit,” for further information.

[4] Represents investments held in a Rabbi trust associated with one of our deferred compensation plans, which we include in “Other assets” on the accompanying unaudited consolidated balance sheets. The fair value of the assets held in the funded deferred compensation plan is based on quoted market prices.

[5] Represents interest rate swap derivatives designated as cash flow hedges. The fair values of the interest rate swaps are estimated based on the present value of the difference between expected cash flows calculated at the contracted interest rates and the expected cash flows at current market interest rates using observable benchmarks for LIBOR forward rates at the end of the period. The fair values of the interest rate swap liabilities were included in “Other accrued liabilities” on the accompanying unaudited consolidated balance sheets. See Note 9, “Line of Credit,” for more information.

[6] For investments in auction rate securities, the fair values are based on discounted cash flow valuation models, primarily utilizing unobservable inputs, which we include in “Other investments” on the accompanying unaudited consolidated balance sheets. See Note 7, “Auction Rate Securities,” for further information.

[7] Certain of our acquisitions involve the payment of contingent consideration. Depending on the structure of the contingent consideration arrangement, the fair value of the liability is based on either (i) the expected achievement of certain pre-established revenue goals or (ii) pre-defined forecasted adjusted income from operations using a probability weighted income approach. Our contingent consideration liability is included in “Other liabilities” on the accompanying unaudited consolidated balance sheets.