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Derivative Financial Instruments - Additional Information (Details) € in Millions		1 Months Ended			3 Months Ended		6 Months Ended
	Feb. 15, 2017 USD ($)	Apr. 30, 2017 EUR (€) installment	Feb. 28, 2017 USD ($)	Dec. 31, 2016 USD ($) installment	Jun. 30, 2017 USD ($)	Jun. 30, 2016 USD ($)	Jun. 30, 2017 USD ($) item	Jun. 30, 2016 USD ($)	Dec. 31, 2016 EUR (€)	Sep. 30, 2016 USD ($)
Derivative [Line Items]
Foreign currency unrealized losses expected to be reclassified into earnings over next twelve months					$ 3,400,000		$ 3,400,000
3.95% senior unsecured notes due 2027
Derivative [Line Items]
Proceeds from issue of senior notes in settlement of derivatives	$ 10,000,000
Swaps maturing September 2019
Derivative [Line Items]
Average fixed interest rate (as a percent)					1.087%		1.087%
Interest Rate Swap Agreements
Derivative [Line Items]
Derivative fixed interest rate (as a percent)		0.59%		0.365%					0.365%
Number of annual installments of swap amortization | installment		6		7
Beginning date of swap amortization		Jun. 30, 2019		Jun. 30, 2017
Final maturity date of swap amortization		Jun. 30, 2024		Jun. 30, 2023
Carrying value / fair value of derivative liabilities included in other liabilities				$ 100,000	$ 300,000		$ 300,000
Interest Rate Swap Agreements | U.S. dollars
Derivative [Line Items]
Variable Rate Basis							LIBOR
Interest Rate Swap Agreements | EUR
Derivative [Line Items]
Variable Rate Basis		EURIBOR		EURIBOR
Treasury Lock | Interest Lock Agreement
Derivative [Line Items]
Notional amount			$ 100,000,000							$ 150,000,000
Derivative agreement date							Sep. 30, 2016
Derivative agreement second date							Feb. 28, 2017
Treasury Lock | Interest Lock Agreement | 3.95% senior unsecured notes due 2027
Derivative [Line Items]
Percentage of reduction in interest rate on senior notes			0.25%				0.25%
Foreign Currency Forward Exchange Contracts
Derivative [Line Items]
Number of credit contingency features | item							0
Foreign Currency Forward Exchange Contracts | Cash Flow Hedging
Derivative [Line Items]
Gains (losses) in other comprehensive income, effective portion					18,700,000	$ (15,100,000)	$ 22,000,000	$ (9,300,000)
Designated as Hedging Instrument | Swaps maturing September 2019
Derivative [Line Items]
Floating rate obligation					50,000,000		50,000,000
Designated as Hedging Instrument | Interest Rate Swap Agreements
Derivative [Line Items]
Floating rate obligation | €		€ 35.0							€ 25.0
Carrying value / fair value of derivative assets included in other assets				$ 700,000	600,000		600,000
Designated as Hedging Instrument | Foreign Currency Forward Exchange Contracts
Derivative [Line Items]
Carrying value / fair value of derivative assets included in other assets					7,200,000		7,200,000
Carrying value / fair value of derivative liabilities included in other liabilities				33,900,000	8,400,000		8,400,000
Notional amount				423,800,000	358,400,000		358,400,000
Designated as Hedging Instrument | Foreign Currency Forward Exchange Contracts | Cash Flow Hedging
Derivative [Line Items]
Net gain (loss) recognized in gross margin					(4,200,000)	(3,400,000)	(10,800,000)	(8,500,000)
Not Designated as Hedging Instrument | Foreign Currency Forward Exchange Contracts
Derivative [Line Items]
Carrying value / fair value of derivative assets included in other assets				1,000,000	6,500,000		6,500,000
Carrying value / fair value of derivative liabilities included in other liabilities				$ 300,000	100,000		100,000
Net gains (losses) on derivative contracts not designated as hedges					$ 9,900,000	$ (1,600,000)	$ 11,400,000	$ 2,700,000

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Derivative instrument beginning date of swap amortization.

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Percentage of reduction in interest rate on senior notes.

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Proceeds from issue of senior notes in settlement of derivatives.

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- Definition

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

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
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Amount of the hedged item as of the balance sheet date related to the derivative. For example, the hedged balance on a debt instrument.

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Average fixed interest rate related to the group of interest rate derivatives.

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Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Fixed interest rate related to the interest rate derivative.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Date the entity entered into the derivative contract, in CCYY-MM-DD format.

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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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Amount of realized and unrealized gain (loss) of derivative instruments not designated or qualifying as hedging instruments.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Date the derivative contract matures, in CCYY-MM-DD format.

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The estimated net amount of unrealized gains or losses on foreign currency cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Description of the interest rate for the amounts borrowed under the credit facility, including the terms and the method for determining the interest rate (for example, fixed or variable, LIBOR plus a percentage, increasing rate, timing of interest rate resets, remarketing provisions).

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