Derivatives and Hedging Activities - Hedges and Credit Risk (Details) - USD ($) $ in Millions	12 Months Ended
Dec. 31, 2022	Dec. 31, 2021	Dec. 31, 2020
Cash Flow Hedges
Longest period of time over which the entity hedges exposure to the variability in future cash flows	13 years
Summary of the impact of interest rate derivatives
Interest and debt expense	$ 198.0	$ 191.0	$ 162.0
Gain (loss) on interest rate contracts designated as fair value hedges: Hedged items			1.0
Gain (loss) on interest rate contracts designated as fair value hedges: Derivatives designated as fair value hedges			(1.0)
Amount of gain (loss) reclassified from AOCI into income			1.0
Net Investment Hedges
Gain (loss) on net investment hedge recorded in OCI	15.0	(1.0)	$ 1.0
Credit Risk
Aggregate fair value of derivative contracts in net liability position containing credit contingent provisions	240.0	383.0
Aggregate fair value of assets posted as collateral	236.0	383.0
Aggregate fair value of additional assets required to be posted or needed to settle	4.0	$ 0.0
Interest and debt expense
Cash Flow Hedges
Expected net gain (loss) related to cash flow hedges in AOCI that will be reclassified to earnings	0.6
General and administrative expense
Cash Flow Hedges
Expected net gain (loss) related to cash flow hedges in AOCI that will be reclassified to earnings	$ (0.6)

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Aggregate amount of interest expense on all borrowings.

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The amount of net gains or losses on interest rate cash flow hedges reclassified during the period to earnings from accumulated other comprehensive income upon the hedged transaction affecting earnings.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount, before tax, of increase (decrease) in the cumulative translation adjustment from gain (loss) on foreign currency derivatives that are designated as, and are effective as, economic hedges of a net investment in a foreign entity.

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