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Financial Instruments and Derivative Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions				3 Months Ended	9 Months Ended
	Oct. 02, 2016 USD ($)	Apr. 28, 2016 USD ($)	Feb. 12, 2016 USD ($) item	Oct. 02, 2016 USD ($)	Oct. 02, 2016 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts					50.00%
Period of projected intercompany purchase transactions					12 months
Credit Agreement
Interest Rate Swaps
Amount drawn		$ 230.0
Term loan facility
Interest Rate Swaps
Face amount			$ 300.0
Amount drawn			300.0
Senior unsecured revolving credit facility
Interest Rate Swaps
Borrowing capacity			$ 500.0
Amount drawn	$ 230.0
Interest Rate Swaps | Designated | Cash Flow Hedging
Interest Rate Swaps
Number of derivative contracts entered | item			2
Derivative fixed interest rate			1.31375%
Derivative notional amount			$ 225.0
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion				$ 1.3	$ (0.6)
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Description of variable rate basis			LIBOR
Derivative, floor interest rate			0.00%

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- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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The reference rate for the variable rate of the debt instrument, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

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

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 835
-SubTopic 30
-Section 55
-Paragraph 8
-URI http://asc.fasb.org/extlink&oid=34725769&loc=d3e28878-108400

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Fixed interest rate related to the interest rate derivative.

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- Definition

Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Maximum borrowing capacity under the credit facility without consideration of any current restrictions on the amount that could be borrowed or the amounts currently outstanding under the facility.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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Represents the percentage of projected intercompany purchase transactions hedged for the next twelve months by forward exchange contracts.

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