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Derivative Instruments (Tables)
12 Months Ended
Dec. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Assets and Liabilities
The following table presents the fair value of its derivative instruments (in millions):
 
Asset (Liability) Derivatives
 
Balance Sheet Classification
 
Fair Value
 
 
 
December 31
 
 
 
2016
 
2015
Derivative instruments designated as hedges:
 
 
 
 
 
    Foreign exchange contracts
Prepaid expenses and other current assets
 
$
12

 
$
2

    Forward interest rate swaps
Accrued liabilities
 
(3
)
 
(1
)
    Forward interest rate swaps
Other long-term liabilities
 
(13
)
 
(14
)
Total derivative instruments designated as hedges
 
 
$
(4
)
 
$
(13
)
 
 
 
 
 
 
Derivative instruments not designated as hedges:
 
 
 
 
 
    Foreign exchange contracts
Prepaid expenses and other current assets
 
$
11

 
$
5

    Forward interest rate swaps
Accrued liabilities
 
(1
)
 
(2
)
    Forward interest rate swaps
Other long-term liabilities
 
(10
)
 
(9
)
Total derivative instruments not designated as hedges
 
 

 
(6
)
Total Net Derivative Liability
 
 
$
(4
)
 
$
(19
)
Derivative Instruments, Gain (Loss)
The following table presents the gains (losses) from changes in fair values of derivatives that are not designated as hedges (in millions):
 
Gain (Loss) Recognized in Income
 
 
 
Year Ended December 31,
 
Statement of Operations Classification
 
2016
 
2015
 
2014
Derivative instruments not designated as hedges:
 
 
 
 
 
 
 
    Foreign exchange contracts
Foreign exchange gain
 
$
5

 
$
11

 
$
6

    Forward interest rate swaps
Interest expense, net
 

 
4

 
(5
)
Total gain recognized in income
 
 
$
5

 
$
15

 
$
1

Financial Information Related to Hedging of Net Assets Included in Consolidated Statements of Operations
The notional values of these outstanding contracts are as follows:
 
December 31,
 
2016
 
2015
Notional balance of outstanding contracts (in millions):
 
 
 
British pound/US dollar
£
3

 
£
5

euro/US dollar
148

 
133

British pound/euro
£
8

 
£
7

Canadian dollar/US dollar
$
13

 
$
5

Czech koruna/US dollar
147

 
140

Brazilian real/US dollar
R$
56

 
R$
28

Malaysian ringgit/US dollar
RM
16

 
RM
13

Australian dollar/US dollar
$
50

 
$

Swedish krona/US dollar
kr
7

 
kr

Japanese yen/US dollar
¥
48

 
¥

Singapore dollar/US dollar
S$
15

 
S$

Net fair value of outstanding contracts (in millions)
$
11

 
$
1

Schedule of Gross and Net Amount Offset
The following table presents the gross fair values and related offsetting counterparty fair values as well as the net fair value amounts at December 31, 2016 (in millions):
 
Gross Fair
Value
 
Counterparty
Offsetting
 
Net Fair
Value in the
Consolidated
Balance
Sheets
Counterparty A
$
12

 
$
6

 
$
6

Counterparty B
4

 
2

 
2
Counterparty C
4

 
1

 
3
Counterparty D
9

 
3

 
6
Counterparty E
4
 
2
 
2
Counterparty F
4

 
2

 
2
Counterparty G
6

 

 
6
Total
$
43

 
$
16

 
$
27

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The interest rate swaps have the following notional amounts per year (in millions):
Year 2017
$
697

Year 2018
544

Year 2019
544

Year 2020
272

Year 2021
272

Notional balance of outstanding contracts
$
2,329