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Financial Instruments - Additional Information (Detail) € in Millions, $ in Millions		3 Months Ended		12 Months Ended
	May 18, 2017 USD ($)	Mar. 31, 2016 USD ($) Agreement	Mar. 31, 2016 EUR (€) Agreement	Dec. 31, 2024 USD ($) swap	Dec. 31, 2023 USD ($)	Dec. 31, 2022 USD ($)	Sep. 30, 2022 USD ($) swap
Derivatives, Fair Value [Line Items]
Proceeds from unwinding of derivative instruments				$ 0	$ 0	$ 173
Derivative, net hedge ineffectiveness gain (loss)				$ 15	$ 15	$ 10
Interest Rate Swap
Derivatives, Fair Value [Line Items]
Number of interest rate derivatives held | Agreement		2	2
Loss incurred on termination of interest rate swaps		$ 3	€ 3
Gain on deal contingent derivatives	$ 5
2019 Cross Currency Swaps | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Number of foreign currency derivatives held | swap							14
2022 Cross Currency Swaps | Net Investment Hedging [Member]
Derivatives, Fair Value [Line Items]
Derivative instruments outstanding							$ 1,400
2022 Cross Currency Swaps | Designated as Hedging Instrument
Derivatives, Fair Value [Line Items]
Number of foreign currency derivatives held | swap				12			12
Derivative assets (liabilities), at fair value, net				$ 90

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Deferred Gain Loss On Terminated Interest Rate Contracts

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Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

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Amount of gain (loss) from the ineffectiveness of the hedge.

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Nominal or face amount used to calculate payment on derivative.

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The difference between the book value and the sale price of options, swaps, futures, forward contracts, and other derivative instruments. This element refers to the gain (loss) included in earnings.

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Number of foreign currency exchange rate derivatives held by the entity at the reporting date.

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The cash inflow provided by derivative instruments during the period, which are classified as investing activities, excluding those designated as hedging instruments.

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