v3.20.1

DERIVATIVES AND FAIR VALUE MEASUREMENTS Narrative (Details) - Interest rate swaps - USD ($) $ in Millions	3 Months Ended
	Mar. 31, 2020	Dec. 31, 2019
Cash Flow Hedges
Derivative Instruments, Gain (Loss) [Line Items]
Interest rate swaps, interest rate paid	2.80%
Interest rate swaps, interest rate received	receive a rate based on the three-month USD LIBOR.
Notional amount of forward-starting interest rate swaps that terminate in September 2020	$ 250.0	$ 250.0
Other Current Liabilities [Member] | Designated as Hedging Instruments | Fair Value, Inputs, Level 2 [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Liability derivatives	$ 49.0	$ 19.2

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- Definition

Interest rate received under the terms of the interest rate swap agreements.

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- Definition

Fixed interest rate related to the interest rate derivative.

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