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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
	Sep. 30, 2019 USD ($)
Maturity Date, 2021 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 2,000
Fair Value	$ (1)
Maturity Date	2021-12
Maturity Date, 2022 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount	$ 500
Fair Value	$ (10)
Maturity Date	2022-12

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Derivative maturity month and year.

+ References

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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

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- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

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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://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=117331979&loc=d3e41228-113958

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