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Financial Instruments and Risk Management (Tables)
 6 Months Ended
Aug. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of fair values of derivative instruments
The following tables summarize the fair values of our derivative instruments as of the end of the periods presented:
(in thousands)August 31, 2025

Derivatives designated as hedging instruments		Hedge
Type		Final
Settlement Date		Notional AmountPrepaid
Expenses
and Other
Current Assets		Other AssetsAccrued
Expenses
and Other
Current Liabilities		Other
Liabilities, Non- Current
Forward contracts - sell EuroCash flow8/2027€98,300 $20 $65 $4,105 $506 
Forward contracts - sell Canadian DollarsCash flow2/2027$46,800 6 14 619 181 
Forward contracts - sell PoundsCash flow12/2027£44,975 — 24 1,462 717 
Forward contracts - sell Norwegian KronerCash flow2/2027kr33,500 8 2 57 10 
Interest rate swaps (1)
Cash flow8/2027$725,000 604 139 106 — 
Subtotal   638 244 6,349 1,414 
Derivatives not designated under hedge accounting       
Forward contracts - sell Euro
(2)9/2025€3,475 10 — — — 
Forward contracts - buy Pounds
(2)9/2025£9,000 — — 35 — 
Subtotal   10 — 35 — 
Total fair value$648 $244 $6,384 $1,414 
(in thousands)February 28, 2025

Derivatives designated as hedging instruments		Hedge TypeFinal
Settlement Date		Notional AmountPrepaid
Expenses
and Other
Current Assets		Other AssetsAccrued
Expenses
and Other
Current Liabilities		Other
Liabilities Non- Current
Forward contracts - sell EuroCash flow2/2026€35,000 $1,266 $— $— $— 
Forward contracts - sell Canadian DollarsCash flow2/2026$8,000 38 — — — 
Forward contracts - sell PoundsCash flow2/2026£24,950 788 — 99 — 
Forward contracts - sell Norwegian KronerCash flow8/2025kr10,000 71 — — — 
Interest rate swapsCash flow8/2026$550,000 763 302 221 — 
Subtotal   2,926 302 320 — 
Derivatives not designated under hedge accounting       
Forward contracts - sell Euro
(2)3/2025€680 — — 2 — 
Forward contracts - sell Pounds
(2)3/2025£1,280 — — 18 — 
Subtotal   — — 20 — 
Total fair value   $2,926 $302 $340 $— 
(1)Includes a forward-starting interest rate swap agreement with a notional amount of $100 million that becomes effective on March 1, 2026.
(2)These forward contracts, for which we have not elected hedge accounting, hedge monetary net asset and liability positions for the notional amounts reported, creating an economic hedge against currency movements.
Schedule of pre-tax effect of derivative instruments designated as hedges
The pre-tax effects of derivative instruments designated as cash flow hedges were as follows for the periods presented:
 Three Months Ended August 31,
 
Loss
Recognized in AOCI
Gain (Loss) Reclassified
from AOCI into Income
(in thousands)20252024Location20252024
Foreign currency contracts - cash flow hedges$(2,368)$(1,317)Sales revenue, net$(1,770)$(193)
Interest rate swaps - cash flow hedges(743)(3,535)Interest expense1,149 965 
Total$(3,111)$(4,852) $(621)$772 

Six Months Ended August 31,
Gain (Loss)
Recognized in AOCI		Gain (Loss) Reclassified
from AOCI into Income
(in thousands)20252024Location20252024
Foreign currency contracts - cash flow hedges$(12,075)$(1,425)Sales revenue, net$(2,493)$(9)
Interest rate swaps - cash flow hedges1,870 (1,243)Interest expense2,077 2,049 
Total$(10,205)$(2,668) $(416)$2,040 
Schedule of pre-tax effect of derivative instruments not designated as hedges
The pre-tax effects of derivative instruments not designated under hedge accounting were as follows for the periods presented:
 Gain (Loss) 
Recognized in Income
Three Months Ended August 31,Six Months Ended August 31,
(in thousands)Location2025202420252024
Forward contractsSG&A$(169)$66 $(505)$88 
Total $(169)$66 $(505)$88