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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2017
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
 
Consolidated Balance Sheets Classification
 
Fair Value
 
 
 
December 31
 
 
 
2017
 
2016
Derivative instruments designated as hedges:
 
 
 
 
 
    Foreign exchange contracts
Prepaid expenses and other current assets
 
$
—

 
$
12

    Foreign exchange contracts
Accrued liabilities
 
(9
)
 
—

    Forward interest rate swaps
Accrued liabilities
 
(2
)
 
(3
)
    Forward interest rate swaps
Other long-term liabilities
 
(8
)
 
(13
)
Total derivative instruments designated as hedges
 
 
$
(19
)
 
$
(4
)
 
 
 
 
 
 
Derivative instruments not designated as hedges:
 
 
 
 
 
    Foreign exchange contracts
Prepaid expenses and other current assets
 
$
—

 
$
11

    Foreign exchange contracts
Accrued liabilities
 
(2
)
 
—

    Forward interest rate swaps
Accrued liabilities
 
(1
)
 
(1
)
    Forward interest rate swaps
Other long-term liabilities
 
(7
)
 
(10
)
Total derivative instruments not designated as hedges
 
 
(10
)
 
—

Total Net Derivative Liability
 
 
$
(29
)
 
$
(4
)
Derivative Instruments, Gain (Loss)
The following table presents the net (losses) gains from changes in fair values of derivatives that are not designated as hedges (in millions):
 
Net (Loss) Gain Recognized in Income
 
 
 
Year Ended December 31,
 
Consolidated Statements of Operations Classification
 
2017
 
2016
 
2015
Derivative instruments not designated as hedges:
 
 
 
 
 
 
 
    Foreign exchange contracts
Foreign exchange (loss) gain
 
$
(24
)
 
$
5

 
$
11

    Forward interest rate swaps
Interest expense and other, net
 
2

 
—

 
4

Total net (loss) gain from derivative instruments not designated as hedges
 
 
$
(22
)
 
$
5

 
$
15
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,
 
2017
 
2016
Notional balance of outstanding contracts (in millions):
 
 
 
British Pound/US dollar
£
13

 
£
3

Euro/US dollar
€
108

 
€
148

British Pound/Euro
£
5

 
£
8

Canadian Dollar/US dollar
$
12

 
$
13

Czech Koruna/US dollar
Kč
361

 
Kč
147

Brazilian Real/US dollar
R$
34

 
R$
56

Malaysian Ringgit/US dollar
RM
—

 
RM
16

Australian Dollar/US dollar
$
55

 
$
50

Swedish Krona/US dollar
kr
13

 
kr
7

Japanese Yen/US dollar
¥
151

 
¥
48

Singapore Dollar/US dollar
S$
4

 
S$
15

Net fair value (liability) asset of outstanding contracts (in millions)
$
(2
)
 
$
11
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 for interest rates swaps at December 31, 2017 (in millions):
 
Gross Fair
Value
 
Offsetting Counterparty Fair Value
 
Net Fair
Value in the
Consolidated
Balance
Sheets
Counterparty A
$
8

 
$
4

 
$
4

Counterparty B
3

 
1

 
2

Counterparty C
3

 
1

 
2

Counterparty D
5

 
3

 
2

Counterparty E
3

 
1

 
2

Counterparty F
3

 
1

 
2

Counterparty G
4

 
—

 
4

Total
$
29

 
$
11

 
$
18
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 2018
$
544

Year 2019
1,344

Year 2020
1,072

Year 2021
1,072

Remainder
800

Notional balance of outstanding contracts
$
4,832