XML 49 R38.htm IDEA: XBRL DOCUMENT v3.8.0.1
Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details)
$ in Millions
3 Months Ended 9 Months Ended
Feb. 12, 2016
USD ($)
item
Apr. 02, 2017
USD ($)
item
Dec. 31, 2016
item
Oct. 02, 2016
USD ($)
Oct. 01, 2017
USD ($)
Oct. 02, 2016
USD ($)
Term loan facility | Term Loan due February 2021            
Interest Rate Swaps            
Face amount $ 300.0          
Amount drawn         $ 300.0  
Senior unsecured revolving credit facility            
Interest Rate Swaps            
Amount drawn         162.0  
Borrowing capacity $ 500.0          
Forward exchange contracts | Non designated            
Interest Rate Swaps            
Number of derivative contracts entered | item   1 1      
Forward exchange contracts | Non designated | Cash Flow Hedging            
Amount of Gain or (Loss) Recognized in Income on Derivatives            
Gain from derivatives recorded in statement of operations   $ (0.8)     (2.9)  
Interest Rate Swaps | Designated | Cash Flow Hedging            
Interest Rate Swaps            
Number of derivative contracts entered | item 2          
Derivative fixed interest rate 1.31375%          
Derivative notional amount $ 225.0          
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion   $ 0.1   $ 1.3 $ (0.4) $ (0.6)
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR            
Interest Rate Swaps            
Derivative, floor interest rate 0.00%