The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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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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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Amount, before tax, of increase (decrease) in the cumulative translation adjustment from gain (loss) on foreign currency derivatives that are designated as, and are effective as, economic hedges of a net investment in a foreign entity.

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Derivatives and Hedging Activities - Hedges and Credit Risk (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2024	Sep. 30, 2023	Sep. 30, 2024	Sep. 30, 2023	Dec. 31, 2023
Cash Flow Hedges
Longest period of time over which the entity hedges exposure to the variability in future cash flows			11 years
Net Investment Hedges
Gain (loss) on net investment hedges recognized in OCI	$ (4.0)	$ 2.0	$ (3.0)	$ (1.0)
Credit Risk
Aggregate fair value of derivative contracts in net liability position containing credit contingent provisions	121.0		121.0		$ 65.0
Aggregate fair value of assets posted as collateral	119.0		119.0		58.0
Aggregate fair value of additional assets required to be posted or needed to settle	$ 2.0		2.0		$ 7.0
Interest and debt expense
Cash Flow Hedges
Gain (loss) related to cash flow hedges in AOCI that will be reclassified to earnings within next twelve months			$ 0.8