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Derivative Instruments (Tables)
 12 Months Ended
Dec. 31, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Interest Rate Swap as follows (dollars in millions):
EffectiveMaturityFixedNotional Amount atAsset (Liability) Fair Value atClassification on
DateDateInterest RateDecember 31, 2020December 31, 2020December 31, 2019Balance Sheet
4/7/20168/1/20293.14%$57.9 $(4.8)$(0.2)Accrued and other liabilities
2/13/20202/27/20233.35%$50.0 $(1.3)N/AAccrued and other liabilities
As of December 31, 2020, the Company has one interest rate swap that has not been designated as a cash flow hedge, whose key terms are as follows (dollars in millions):
EffectiveMaturityFixedNotional Amount atAsset (Liability) Fair Value atClassification on
DateDateInterest RateDecember 31, 2020December 31, 2020December 31, 2019Balance Sheet
1/1/20149/1/20215.95%$9.8 $(0.3)$(0.5)Accrued and other liabilities
Schedule of Derivative Instruments in Consolidated Statements of Comprehensive Income (Loss)
The following table represents the pre-tax effect of the derivative instruments in the Company's consolidated statement of comprehensive income (loss) during the years ended December 31, 2020 and 2019 (in millions):
20202019
Derivatives in Designated Cash Flow Hedging Relationships:
Amount of gain (loss) recognized in OCI on derivatives$(6.9)$(4.0)
Impact of reclassification adjustment to interest expense included in Net Income (Loss)$1.0 $(0.1)