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Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Summary of Designated and Non-designated Cash Flow Hedges A summary of the Company's designated and non-designated cash flow hedges follows:
 
 
June 30, 2018
 
December 31, 2017
(in millions)
 
Fair Value (1)
 
Notional Value
 
Fair Value (1)
 
Notional Value
Designated hedges
 
$
0.1

 
$
10.5

 
$
(0.2
)
 
$
22.3

Non-designated hedges
 
(2.0
)
 
55.6

 
0.2

 
38.6

(1) 
The fair value of foreign currency forward contracts is included in other current assets. The fair value was estimated using observable market inputs such as forward and spot prices of the underlying exchange rate pair. Based on these inputs, derivative assets and liabilities are classified as Level 2 in the fair value hierarchy.
Change in Accumulated Other Comprehensive Income Related to Cash Flow Hedges The change in accumulated other comprehensive income (loss) related to cash flow hedges for the three and six months ended June 30, follows:
(in millions)
 
2018
 
2017
Balance as of April 1
 
$
(3.8
)
 
$
0.8

Other comprehensive income before reclassifications
 
—

 
(0.3
)
Amounts reclassified from accumulated other comprehensive loss
 
0.3

 
(0.3
)
Other comprehensive income (loss)
 
0.3

 
(0.6
)
Balance as of June 30
 
$
(3.5
)
 
$
0.2

 
 
 
 
 
(in millions)
 
2018
 
2017
Balance as of January 1
 
$
(4.0
)
 
$
0.9

Other comprehensive income before reclassifications
 
0.3

 
(0.2
)
Amounts reclassified from accumulated other comprehensive loss
 
0.2

 
(0.5
)
Other comprehensive income (loss)
 
0.5

 
(0.7
)
Balance as of June 30
 
$
(3.5
)
 
$
0.2