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Financial Instruments and Risk Management - Interest Rate Risk Management Narrative (Details) - USD ($)	3 Months Ended	6 Months Ended
	Jun. 30, 2020	Jun. 30, 2020	Mar. 02, 2020
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Recognized earnings	$ 500,000	$ 500,000
Cash flow hedge loss expected to be reclassified within twelve months		10,900,000
Interest Rate Swap
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative, notional amount	1,200,000,000.0	1,200,000,000.0	$ 1,200,000,000.0
Interest rate swaps	35,500,000	35,500,000
Interest Rate Swap | Accrued Expenses
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate swaps	10,900,000	10,900,000
Interest Rate Swap | Other Long-Term Liabilities
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate swaps	$ 24,600,000	$ 24,600,000

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- Definition

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Nominal or face amount used to calculate payment on derivative.

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Amount, after tax, of reclassification of gain (loss) from accumulated other comprehensive income (AOCI) for derivative instrument designated and qualifying as cash flow hedge included in assessment of hedge effectiveness.

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