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Financial Instruments - Schedule of Interest Rate Swap Agreements Designated as Cash Flow Hedges (Detail) - Pay-Fixed Interest Rate Swaps [Member] | 9 Months Ended
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Sep. 30, 2017 USD ($)
Maturity Date, 2017 [Member] |
Derivative Instruments, Gain (Loss) [Line Items] |
Notional Amount | $ 1,000,000,000
Fair Value | $ (3,000,000)
Maturity Date | Dec. 31, 2017
Maturity Date, 2021 [Member] |
Derivative Instruments, Gain (Loss) [Line Items] |
Notional Amount | $ 2,000,000,000
Fair Value | $ 30,000,000
Maturity Date | Dec. 31, 2021

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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition Date the derivative contract matures, in CCYY-MM-DD format. + References No definition available. + Details
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- Definition Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 45 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958 + Details
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