Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef
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Description of the hedged item related to the derivative. Includes the type of instrument hedged, contract amount, term, and so forth.

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Description of the relevant terms of the derivative. Includes the type of instrument, risk being hedged, notional amount, counterparty, inception date, maturity date, relevant interest rates, strike price, cap price, and floor price.

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Fixed interest rate related to the interest rate derivative.

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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Date the derivative contract matures, in CCYY-MM-DD format.

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The number of derivative instruments of a particular group held by the entity.

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The net gain (loss) during the reporting period due to ineffectiveness in interest rate cash flow hedges. Recognized in earnings.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Amount of unrealized gain (loss) related to the increase or decrease in fair value of interest rate derivatives designated as cash flow hedging instruments, which was recorded in accumulated other comprehensive income to the extent that the cash flow hedge was determined to be effective.

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Annual required amortization payment percentage.

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Derivative Effective Date

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Hedging Activities - Additional Information (Detail)		3 Months Ended	6 Months Ended	12 Months Ended
Hedging Activities - Additional Information (Detail)	Jul. 26, 2016 USD ($) Swap	Jun. 30, 2017 USD ($)	Jun. 30, 2017 USD ($)	Dec. 31, 2016 USD ($)	Jun. 30, 2016 Derivative
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative financial instrument held \| Derivative					0
Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swap agreements \| Swap	4
Derivative, description of terms			Two 1-month LIBOR swaps with a combined beginning notional value of $275.0 million and two 3-month LIBOR swaps with a combined beginning notional value of $275.0 million
Derivative, description of hedged item			The Company has elected to apply hedge accounting and has designated these interest rate swaps as cash flow hedges of interest payments on a portion of our variable rate term loan debt maturing in 2021 or later.
Unrealized gain on interest rate swaps, before tax			$ 10,800,000	$ 13,000,000
Unrealized gain on interest rate derivatives deferred in accumulated other comprehensive loss , net		$ 6,700,000	6,700,000	$ 8,100,000
Estimated additional reclassification as a decrease to interest expense during next 12 months		(800,000)	(800,000)
Ineffectiveness gain (loss)		$ 0	$ (100,000)
Designated as Hedging Instrument [Member] \| 1-Month LIBOR Swaps [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swap agreements \| Swap	2
Notional value of interest rate swap agreements	$ 275,000,000
Derivative, maturity date	Jul. 17, 2021
Annual amortization payment required rate	0.00%
Derivative basis points floor rate	0.00%
Derivative, effective date	Jul. 29, 2016
Fixed interest rate on the interest rate swaps		0.9953%	0.9953%
Designated as Hedging Instrument [Member] \| 3-Month LIBOR Swaps [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swap agreements \| Swap	2
Notional value of interest rate swap agreements	$ 275,000,000
Derivative, maturity date	Jul. 17, 2021
Annual amortization payment required rate	1.00%
Derivative basis points floor rate	0.75%
Derivative, effective date	Jun. 30, 2017
Fixed interest rate on the interest rate swaps		1.502%	1.502%