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Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions |  | 1 Months Ended | 12 Months Ended |  |  |  |
--- | --- | --- | --- | --- | --- | --- | ---
Feb. 12, 2016 USD ($) item | Feb. 29, 2016 USD ($) | Dec. 31, 2020 USD ($) | Dec. 31, 2019 USD ($) | Dec. 31, 2018 USD ($) | Apr. 24, 2020 USD ($) | Apr. 23, 2020 USD ($) | Apr. 24, 2016 USD ($) | Apr. 23, 2016 USD ($)
Derivative instruments |  |  |  |  |  |  |  |  |
Percentage of projected intercompany purchases hedged by forward exchange contracts |  |  | 60.00% |  |  |  |  |  |
Period of projected intercompany purchase transactions |  |  | 12 months |  |  |  |  |  |
Amount of Gain or (Loss) Recognized in Income on Derivatives |  |  |  |  |  |  |  |  |
Cash flow hedges |  |  | $ (0.6) | $ (4.7) | $ 1.7 |  |  |  |
Maximum |  |  |  |  |  |  |  |  |
Derivative instruments |  |  |  |  |  |  |  |  |
Percentage of projected intercompany purchases hedged by forward exchange contracts |  |  | 85.00% |  |  |  |  |  |
Credit Agreement |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Borrowing capacity |  |  |  |  |  | $ 100.0 |  |  |
Term loan facility | Term Loan due February 2021 |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Face amount | $ 300.0 |  |  |  |  |  |  |  |
Amount drawn |  | $ 300.0 |  |  |  |  |  |  |
Revolving credit facility |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Amount drawn |  |  | $ 200.0 |  |  |  |  |  |
Borrowing capacity | $ 500.0 |  |  |  |  | $ 800.0 | $ 500.0 | $ 800.0 | $ 500.0
Forward exchange contracts | Designated |  |  |  |  |  |  |  |  |
Derivative instruments |  |  |  |  |  |  |  |  |
Designated foreign currency hedges |  |  | 0.1 |  |  |  |  |  |
Amount of Gain or (Loss) Recognized in Income on Derivatives |  |  |  |  |  |  |  |  |
Amount expected to be reclassified |  |  | $ 0.1 |  |  |  |  |  |
Period of time for expected reclassification |  |  | 12 months |  |  |  |  |  |
Canadian Dollar to US Dollar Contracts |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Derivative notional amount |  |  | $ 14.3 |  |  |  |  |  |
US Dollar to Chinese Yuan Contracts |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Derivative notional amount |  |  | 5.0 |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion |  |  |  | $ (3.9) |  |  |  |  |
Gain (loss) reclassified from other comprehensive income |  |  | $ 1.5 |  |  |  |  |  |
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 |  |  |  |  |  |  |  |
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Derivative, floor interest rate | 0.00% |  |  |  |  |  |  |  | 0.00%
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR | Maximum |  |  |  |  |  |  |  |  |
Interest Rate Swaps |  |  |  |  |  |  |  |  |
Derivative, floor interest rate |  |  |  |  |  |  |  | 1.00% |

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