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Derivative Instruments (Tables) | 12 Months Ended
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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 |

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