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Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details)
$ in Millions
1 Months Ended 12 Months Ended
Feb. 12, 2016
USD ($)
item
Feb. 29, 2016
USD ($)
Dec. 31, 2018
USD ($)
Dec. 31, 2017
USD ($)
Derivative instruments        
Percentage of projected intercompany purchases hedged by forward exchange contracts     70.00%  
Period of projected intercompany purchase transactions     12 months  
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     $ 25.0  
Borrowing capacity $ 500.0      
Forward exchange contracts | Non designated | Cash Flow Hedging        
Amount of Gain or (Loss) Recognized in Income on Derivatives        
Gain (loss) from derivatives recorded in statement of operations       $ (2.9)
Forward exchange contracts | Designated | Cash Flow Hedging        
Derivative instruments        
Fair value of derivative asset     0.3  
Interest Rate Swaps        
Interest Rate Swaps        
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion     $ 0.7 $ 0.6
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      
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR        
Interest Rate Swaps        
Derivative, floor interest rate 0.00%