Derivatives (Tables)
 9 Months Ended
Aug. 31, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]
The following table summarizes the notional amounts of these outstanding foreign currency forward contracts as of August 31, 2016 and November 30, 2015 (in millions):

 
 
August 31, 2016
 
November 30, 2015
Notional amount of currency pair:
 
 
 
 
Contracts to buy USD with CAD
 
$
52.7

 
$
—

Contracts to buy CAD with USD
 
C$
5.3

 
C$
9.3

Contracts to buy USD with EUR
 
$
10.0

 
$
8.5

Contracts to buy EUR with USD
 
€
13.0

 
€
—

Contracts to buy CHF with USD
 
CHF
20.0

 
CHF
19.0

Contracts to buy GBP with EUR
 
£
—

 
£
3.5

Contracts to buy EUR with GBP
 
€
9.0

 
€
—

Contracts to buy GBP with USD
 
£
181.1

 
£
7.2

Contracts to buy NOK with GBP
 
NOK
57.0

 
NOK
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The following table shows the classification, location, and fair value of our derivative instruments as of August 31, 2016 and November 30, 2015 (in millions):

 
 
Fair Value of Derivative Instruments
 
Location on consolidated balance sheets
 
 
August 31, 2016
 
November 30, 2015
 
Assets:
 
 
 
 
 
 
Derivatives designated as accounting hedges:
 
 
 
 
 
 
Foreign currency forwards
 
$
1.2

 
$
—

 
Other current assets
Derivatives not designated as accounting hedges:
 
 
 
 
 
 
Foreign currency forwards
 
2.0

 
0.1

 
Other current assets
Total
 
$
3.2

 
$
0.1

 
 
 
 
 
 
 
 
 
Liabilities:
 
 
 
 
 
 
Derivatives designated as accounting hedges:
 
 
 
 
 
 
Interest rate swaps
 
$
26.5

 
$
24.3

 
Other accrued expenses and other liabilities
Foreign currency forwards
 
0.5

 
—

 
Other accrued expenses
Derivatives not designated as accounting hedges:
 
 
 
 
 
 
Foreign currency forwards
 
0.3

 
0.4

 
Other accrued expenses
Total
 
$
27.3

 
$
24.7

 
 
Derivative Instruments, Gain (Loss) [Table Text Block]
The net (gain) loss on foreign currency forwards that are not designated as hedging instruments for the three and nine months ended August 31, 2016 and the three and nine months ended August 31, 2015, respectively, was as follows (in millions):

 
 
Amount of (gain) loss recognized in the consolidated statements of operations
 
 
 
 
Three months ended August 31,
 
Nine months ended August 31,
 
Location on consolidated statements of operations
 
 
2016
 
2015
 
2016
 
2015
 
Foreign currency forwards
 
$
(11.3
)
 
$
4.1

 
$
(7.6
)
 
$
3.1

 
Other expense (income), net
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]
The following table provides information about the cumulative amount of unrecognized hedge losses recorded in AOCI, net of tax, as of August 31, 2016 and August 31, 2015, respectively, as well as the activity on our cash flow hedging instruments for the three and nine months ended August 31, 2016 and the three and nine months ended August 31, 2015, respectively (in millions):
 
 
Three months ended August 31,
 
Nine months ended August 31,
 
 
2016
 
2015
 
2016
 
2015
Beginning balance
 
$
(16.3
)
 
$
(12.5
)
 
$
(14.6
)
 
$
(9.5
)
Amount of gain (loss) recognized in AOCI on derivative:
 
 
 
 
 
 
 
 
Interest rate swaps
 
(6.5
)
 
(1.1
)
 
(10.9
)
 
(4.6
)
Foreign currency forwards
 
(0.2
)
 
0.1

 
(0.2
)
 
0.9

Amount of loss (gain) reclassified from AOCI into income:
 
 
 
 
 
 
 
 
Interest rate swaps (1)
 
1.5

 
0.5

 
4.4

 
1.0

Foreign currency forwards (1)
 
—

 
(0.4
)
 
(0.2
)
 
(1.2
)
Ending balance
 
$
(21.5
)
 
$
(13.4
)
 
$
(21.5
)
 
$
(13.4
)
 
 
 
 
 
 
 
 
 
(1) Pre-tax amounts reclassified from AOCI into income related to interest rate swaps are recorded in interest expense, and pre-tax amounts reclassified from AOCI into income related to foreign currency forwards are recorded in revenue.