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Derivatives and Hedging Activity - Summary of Notional and Fair Values of Derivative Instruments (Detail) - USD ($)		Sep. 30, 2020	Dec. 31, 2019
Derivatives, Fair Value [Line Items]
Notional Amount		$ 606,300,000	$ 831,700,000
Derivatives Assets		6,700,000	21,200,000
Derivative Liabilities		82,700,000	52,400,000
Interest Rate Contracts [Member]
Derivatives, Fair Value [Line Items]
Notional Amount		550,000,000.0	800,000,000.0
Interest Rate Contracts [Member] | Other current Assets [Member]
Derivatives, Fair Value [Line Items]
Derivatives Assets			2,800,000
Interest Rate Contracts [Member] | Other noncurrent Assets [Member]
Derivatives, Fair Value [Line Items]
Derivatives Assets			5,400,000
Interest Rate Contracts [Member] | Accrued compensation and other current liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities		30,300,000	25,000,000.0
Interest Rate Contracts [Member] | Other noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities		47,500,000	23,000,000.0
Foreign Exchange Contracts [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	[1]	56,300,000	31,700,000
Foreign Exchange Contracts [Member] | Other current Assets [Member]
Derivatives, Fair Value [Line Items]
Derivatives Assets	[1]	2,800,000	4,500,000
Foreign Exchange Contracts [Member] | Other noncurrent Assets [Member]
Derivatives, Fair Value [Line Items]
Derivatives Assets		3,900,000	8,500,000
Foreign Exchange Contracts [Member] | Accrued compensation and other current liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities	[1]	2,300,000	1,800,000
Foreign Exchange Contracts [Member] | Other noncurrent Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Liabilities		$ 2,600,000	$ 2,600,000
[1] Included within foreign exchange contracts at September 30, 2020 were $220.2 million of call options offset with $220.2 million of put options, and $10.4 million of buy forwards offset with $66.7 million of sell forwards.  Included within foreign exchange contracts at December 31, 2019 were $342.0 million of call options offset with $342.0 million of put options, and $12.1 million of buy forwards offset with $43.8 million of sell forwards.

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Nominal or face amount used to calculate payments on the derivative asset.

+ References

Reference 1: 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=121590274&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
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Reference 3: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
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-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
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-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5579245-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
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-URI http://asc.fasb.org/extlink&oid=121590274&loc=SL5580258-113959

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