Fixed interest rate related to the interest rate derivative.

No definition available.

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- Definition

Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

+ References

No definition available.

+ Details

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- References

No definition available.

+ Details

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- Definition

Estimated period for the anticipated transfer of gain (loss), net, from accumulated other comprehensive income into earnings, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- References

No definition available.

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- Definition

Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

+ References

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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- References

No definition available.

+ Details

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- Definition

Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition

Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition

Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions.

+ References

No definition available.

+ Details

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- Definition

Represents the percentage of projected intercompany purchase transactions hedged for the next twelve months by forward exchange contracts.

+ References

No definition available.

+ Details

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Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) - USD ($) $ in Millions	3 Months Ended	6 Months Ended	12 Months Ended
	Jun. 26, 2022	Jun. 26, 2022	Dec. 31, 2021	Mar. 27, 2022	Mar. 30, 2021	Apr. 24, 2020
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts		60.00%
Period of projected intercompany purchase transactions		12 months	12 months
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			85.00%
LIBOR
Interest Rate Swaps
Derivative, floor interest rate				0.00%	1.00%
Revolving credit facility
Interest Rate Swaps
Borrowing capacity					$ 800.0	$ 800.0
Swing Line Loans
Interest Rate Swaps
Borrowing capacity					$ 15.0
Forward exchange contracts \| Cash Flow Hedging
Derivative instruments
Designated foreign currency hedges	$ (0.1)	$ (0.1)
Forward exchange contracts \| Designated
Amount of Gain or (Loss) Recognized in Income on Derivatives
Period of time for expected reclassification		12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount	15.9	$ 15.9
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount	5.4	5.4
Interest Rate Swap \| Designated \| Cash Flow Hedging
Interest Rate Swaps
Derivative fixed interest rate					1.02975%
Derivative notional amount					$ 100.0
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion	$ 1.3	$ 4.9
Interest Rate Swap \| Designated \| Cash Flow Hedging \| LIBOR
Interest Rate Swaps
Derivative, floor interest rate					0.00%