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Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details)
$ in Millions
3 Months Ended 12 Months Ended
Feb. 12, 2016
USD ($)
item
Mar. 31, 2019
USD ($)
Apr. 01, 2018
USD ($)
Dec. 31, 2018
Derivative instruments        
Percentage of projected intercompany purchases hedged by forward exchange contracts   60.00%    
Period of projected intercompany purchase transactions   12 months   12 months
Minimum        
Derivative instruments        
Percentage of projected intercompany purchases hedged by forward exchange contracts       70.00%
Maximum        
Derivative instruments        
Percentage of projected intercompany purchases hedged by forward exchange contracts       80.00%
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   50.0    
Borrowing capacity $ 500.0      
Forward exchange contracts | Designated        
Derivative instruments        
Fair value of derivative asset   0.2    
Amount of Gain or (Loss) Recognized in Income on Derivatives        
Amount expected to be reclassified   $ 0.3    
Period of time for expected reclassification   12 months    
Canadian Dollar to US Dollar Contracts        
Interest Rate Swaps        
Derivative notional amount   $ 13.5    
US Dollar to Chinese Yuan Contracts        
Interest Rate Swaps        
Derivative notional amount   13.2    
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   $ (1.3) $ 1.9  
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR        
Interest Rate Swaps        
Derivative, floor interest rate 0.00%