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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES - Additional Information (Details)	6 Months Ended
	Jun. 30, 2021 USD ($)	Jun. 30, 2020 USD ($)	Dec. 31, 2020 USD ($)	May 31, 2019 EUR (€)	May 31, 2017 EUR (€)
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, notional amount	$ 0	$ 0
Derivative, fair value, terminated	0	0
Derivative, net investment terminated	0	$ 0
Deferred, net after-tax gains on derivative instruments	9,000,000
Undesignated derivative instruments
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, notional amount	904,000,000		$ 1,000,000,000.0
1.30% Senior Notes due May 2025
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Senior notes | €					€ 600,000,000
0.4% Senior Notes Due in May 2024
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Senior notes | €				€ 750,000,000
1.3% Senior Notes Due in May 2029
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Senior notes | €				€ 750,000,000
Net investment hedge
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Accumulated pre-tax unrealized translation gain in AOCI	162,000,000
Foreign exchange contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, notional amount	$ 357,000,000		345,000,000
Maximum length of time hedge in cash flow hedge	12 months
Interest rate swap
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, fair value, net	$ 0		0
Interest rate contracts
Derivative Instruments and Hedging Activities Disclosures [Line Items]
Derivative, fair value, net	$ 0		$ 0

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Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

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Face (par) amount of debt instrument at time of issuance.

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Fair value of the assets less the liabilities of a derivative or group of derivatives.

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