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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, 2020
USD ($)
Dec. 31, 2019
USD ($)
Dec. 31, 2018
USD ($)
Apr. 24, 2020
USD ($)
Apr. 23, 2020
USD ($)
Apr. 24, 2016
USD ($)
Apr. 23, 2016
USD ($)
Derivative instruments                  
Percentage of projected intercompany purchases hedged by forward exchange contracts     60.00%            
Period of projected intercompany purchase transactions     12 months            
Amount of Gain or (Loss) Recognized in Income on Derivatives                  
Cash flow hedges     $ (0.6) $ (4.7) $ 1.7        
Maximum                  
Derivative instruments                  
Percentage of projected intercompany purchases hedged by forward exchange contracts     85.00%            
Credit Agreement                  
Interest Rate Swaps                  
Borrowing capacity           $ 100.0      
Term loan facility | Term Loan due February 2021                  
Interest Rate Swaps                  
Face amount $ 300.0                
Amount drawn   $ 300.0              
Revolving credit facility                  
Interest Rate Swaps                  
Amount drawn     $ 200.0            
Borrowing capacity $ 500.0         $ 800.0 $ 500.0 $ 800.0 $ 500.0
Forward exchange contracts | Designated                  
Derivative instruments                  
Designated foreign currency hedges     0.1            
Amount of Gain or (Loss) Recognized in Income on Derivatives                  
Amount expected to be reclassified     $ 0.1            
Period of time for expected reclassification     12 months            
Canadian Dollar to US Dollar Contracts                  
Interest Rate Swaps                  
Derivative notional amount     $ 14.3            
US Dollar to Chinese Yuan Contracts                  
Interest Rate Swaps                  
Derivative notional amount     5.0            
Interest Rate Swaps                  
Interest Rate Swaps                  
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion       $ (3.9)          
Gain (loss) reclassified from other comprehensive income     $ 1.5            
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%               0.00%
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR | Maximum                  
Interest Rate Swaps                  
Derivative, floor interest rate               1.00%