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Derivative Financial Instruments (Tables) | 6 Months Ended
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Mar. 31, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract] |
Notional Amounts of Outstanding Forward Contracts | As of March 31, 2018 and September 30, 2017, we had outstanding forward contracts with notional amounts equivalent to the following:
Currency Hedged | March 31, 2018 |  | September 30, 2017
| (in thousands)
Canadian / U.S. Dollar | $ | 7,500 |  |  | $ | 12,809 |
Swiss Franc / Euro | — |  |  | 7,157 |
Swiss Franc / U.S. Dollar | 13,135 |  |  | 605 |
Chinese Yuan offshore / Euro | — |  |  | 10,423 |
Euro / U.S. Dollar | 320,627 |  |  | 244,000 |
Japanese Yen / Euro | 18,864 |  |  | 17,694 |
Israeli Shekel / U.S. Dollar | 6,684 |  |  | 8,820 |
Japanese Yen / U.S. Dollar | 5,611 |  |  | 3,198 |
Swedish Krona / U.S. Dollar | 12,619 |  |  | 4,627 |
Danish Krona / U.S. Dollar | 4,629 |  |  | 1,743 |
Brazilian Real / U.S. Dollar | 3,117 |  |  | — |
All other | 8,725 |  |  | 7,443 |
Total | $ | 401,511 |  |  | $ | 318,519 |
As of March 31, 2018 and September 30, 2017, we had outstanding forward contracts designated as cash flow hedges with notional amounts equivalent to the following:
Currency Hedged | March 31, 2018 |  | September 30, 2017
| (in thousands)
Euro / U.S. Dollar | $ | 55,744 |  |  | $ | 64,831 |
Japanese Yen / U.S. Dollar | 20,077 |  |  | 22,675 |
SEK / U.S. Dollar | 15,116 |  |  | 14,091 |
Total | $ | 90,937 |  |  | $ | 101,597 |
Net Gains and Losses on Foreign Currency Exposures | The following table shows the effect of our non-designated hedges in the Consolidated Statements of Operations for the three and six months ended March 31, 2018 and April 1, 2017:
Derivatives Not Designated as Hedging Instruments |  | Location of Gain or (Loss) Recognized in Income |  | Net realized and unrealized gain or (loss) (excluding the underlying foreign currency exposure being hedged)
|  |  |  | Three months ended |  | Six months ended
|  |  |  | March 31, 2018 |  | April 1, 2017 |  | March 31, 2018 |  | April 1, 2017
|  |  |  | (in thousands)
Forward Contracts |  | Interest income and other expense, net |  | $ | 2,435 |  |  | $ | 238 |  |  | $ | 3,022 |  |  | $ | (8,091 | )
The following table shows the effect of our derivative instruments designated as cash flow hedges in the Consolidated Statements of Operations for the three and six months ended March 31, 2018 and April 1, 2017 (in thousands):
Derivatives Designated as Hedging Instruments |  | Gain or (Loss) Recognized in OCI-Effective Portion |  | Location of Gain or (Loss) Reclassified from OCI into Income-Effective Portion |  | Gain or (Loss) Reclassified from OCI into Income-Effective Portion |  | Location of Gain or (Loss) Recognized-Ineffective Portion |  | Gain or (Loss) Recognized-Ineffective Portion
|  | Three months ended |  |  |  | Three months ended |  |  |  | Three months ended
|  | March 31, 2018 |  | April 1, 2017 |  |  |  | March 31, 2018 |  | April 1, 2017 |  |  |  | March 31, 2018 |  | April 1, 2017
Forward Contracts |  | $ | (2,339 | ) |  | $ | (589 | ) |  | Subscription, support and license revenue |  | $ | (1,728 | ) |  | $ | 567 |  |  | Interest income and other expense, net |  | $ | (16 | ) |  | $ | (4 | )
|  | Six months ended |  |  |  | Six months ended |  |  |  | Six months ended
|  | March 31, 2018 |  | April 1, 2017 |  |  |  | March 31, 2018 |  | April 1, 2017 |  |  |  | March 31, 2018 |  | April 1, 2017
Forward Contracts |  | $ | (3,382 | ) |  | $ | 2,882 |  |  | Subscription, support and license revenue |  | $ | (2,382 | ) |  | $ | 974 |  |  | Interest income and other expense, net |  | $ | (35 | ) |  | $ | 5 |
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value | The following table shows our derivative instruments measured at gross fair value as reflected in the Consolidated Balance Sheets:
| Fair Value of Derivatives Designated As Hedging Instruments |  | Fair Value of Derivatives Not Designated As Hedging Instruments
| March 31, 2018 |  | September 30, 2017 |  | March 31, 2018 |  | September 30, 2017
| (in thousands) |  | (in thousands)
Derivative assets (1): |  |  |  |  |  |  |
Forward Contracts | $ | 296 |  |  | $ | 540 |  |  | $ | 531 |  |  | $ | 623 |
Derivative liabilities (2): |  |  |  |  |  |  |
Forward Contracts | $ | 3,119 |  |  | $ | 2,352 |  |  | $ | 1,718 |  |  | $ | 1,995 |
(1) As of March 31, 2018, $827 thousand current derivative assets are recorded in other current assets, in the Consolidated Balance Sheets. As of September 30, 2017, $1,128 thousand current derivative assets are recorded in other current assets, and $35 thousand long-term derivative assets are recorded in other assets in the Consolidated Balance Sheets.
(2) As of March 31, 2018, $4,837 thousand current derivative liabilities are recorded in accrued expenses and other current liabilities in the Consolidated Balance Sheets. As of September 30, 2017, $4,329 thousand current derivative liabilities are recorded in accrued expenses and other current liabilities, and $18 thousand long term derivative liabilities are recorded in other liabilities in the Consolidated Balance Sheets.
Offsetting Assets | The following table sets forth the offsetting of derivative assets as of March 31, 2018:
| Gross Amounts Offset in the Consolidated Balance Sheets |  |  |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |
As of March 31, 2018 | Gross Amount of Recognized Assets |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Net Amounts of Assets Presented in the Consolidated Balance Sheets |  | Financial Instruments |  | Cash Collateral Received |  | Net Amount
| (in thousands)
Forward Contracts | $ | 827 |  |  | $ | — |  |  | $ | 827 |  |  | $ | (827 | ) |  | $ | — |  |  | $ | — |
Offsetting Liabilities | The following table sets forth the offsetting of derivative liabilities as of March 31, 2018:
| Gross Amounts Offset in the Consolidated Balance Sheets |  |  |  | Gross Amounts Not Offset in the Consolidated Balance Sheets |  |
As of March 31, 2018 | Gross Amount of Recognized Liabilities |  | Gross Amounts Offset in the Consolidated Balance Sheets |  | Net Amounts of Liabilities Presented in the Consolidated Balance Sheets |  | Financial Instruments |  | Cash Collateral Pledged |  | Net Amount
| (in thousands)
Forward Contracts | $ | 4,837 |  |  | $ | — |  |  | $ | 4,837 |  |  | $ | (827 | ) |  | $ | — |  |  | $ | 4,010 |

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