Financial Instruments and Fair Value Measurements - Summary of Activity in Interest Rate Swaps (Detail) - Interest Rate Swaps [Member] - Cash Flow Hedges [Member] - Designated As Hedging Instrument [Member] - USD ($)		12 Months Ended
		Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Notional amounts at January 1		$ 500,000,000	$ 271,000,000
New contracts	[1]		800,000,000
Matured, expired or settled contracts	[1],[2]		(571,000,000)
Notional amounts at December 31			500,000,000	$ 271,000,000
EUR
Derivative [Line Items]
Notional amounts at January 1		500,000,000	0
New contracts	[1]	0	500,000,000
Matured, expired or settled contracts	[1],[2]	(500,000,000)	0
Notional amounts at December 31		0	500,000,000	0
CAD
Derivative [Line Items]
Notional amounts at January 1		271,000,000	271,000,000	271,000,000
New contracts	[1]	0		0
Matured, expired or settled contracts	[1],[2]	(271,000,000)		0
Notional amounts at December 31		0	271,000,000	271,000,000
USD
Derivative [Line Items]
Notional amounts at January 1		$ 0	0
New contracts	[1]		300,000,000
Matured, expired or settled contracts	[1],[2]		(300,000,000)
Notional amounts at December 31			$ 0	$ 0

[1] During 2018, we entered into two interest rate swap contracts with an aggregated notional amount of €400.0 million ($499.7 million) to effectively fix the interest rate on our senior notes bearing a floating rate of Euribor plus 0.3% issued in January 2018. In 2019, the interest rate swap contracts matured and in January 2020 we redeemed the senior notes.

[2] During 2018, we repaid CAD 201.4 million ($158.9 million) on our 2015 Canadian Term Loan. At that time, we settled the interest rate swaps related to the 2015 Canadian Term Loan as we determined it was no longer probable that we would continue to have the future cash flows as originally hedged. As a result, the $12.5 million gain in AOCI/L at the time of settlement was reclassified to Interest Expense during 2018.