Financial Instruments and Risk Management - Interest Rate Risk Management Narrative (Details) - USD ($)
|
3 Months Ended |
6 Months Ended |
|
Jun. 30, 2020 |
Jun. 30, 2020 |
Mar. 02, 2020 |
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Recognized earnings |
$ 500,000
|
$ 500,000
|
|
| Cash flow hedge loss expected to be reclassified within twelve months |
|
10,900,000
|
|
| Interest Rate Swap |
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Derivative, notional amount |
1,200,000,000.0
|
1,200,000,000.0
|
$ 1,200,000,000.0
|
| Interest rate swaps |
35,500,000
|
35,500,000
|
|
| Interest Rate Swap | Accrued Expenses |
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Interest rate swaps |
10,900,000
|
10,900,000
|
|
| Interest Rate Swap | Other Long-Term Liabilities |
|
|
|
| Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items] |
|
|
|
| Interest rate swaps |
$ 24,600,000
|
$ 24,600,000
|
|