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, 2020	Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Notional amounts at January 1		$ 0	$ 500,000,000	$ 271,000,000
New contracts	[1],[2],[3],[4],[5]	1,665,000,000	0	800,000,000
Matured, expired or settled contracts	[1],[2],[3],[6]	(1,250,000,000)	(500,000,000)	(571,000,000)
Notional amounts at December 31		415,000,000	0	500,000,000
EUR
Derivative [Line Items]
Notional amounts at January 1		0	500,000,000	0
New contracts	[1],[2],[3],[4],[5]	165,000,000	0	500,000,000
Matured, expired or settled contracts	[1],[2],[3],[6]	0	(500,000,000)	0
Notional amounts at December 31		165,000,000	0	500,000,000
USD
Derivative [Line Items]
Notional amounts at January 1		0	0	0
New contracts	[1],[2],[3],[4],[5]	1,500,000,000		300,000,000
Matured, expired or settled contracts	[1],[2],[3],[6]	(1,250,000,000)		(300,000,000)
Notional amounts at December 31		$ 250,000,000	0	0
CAD
Derivative [Line Items]
Notional amounts at January 1			$ 0	271,000,000
New contracts	[1],[2],[3],[4],[5]			0
Matured, expired or settled contracts	[1],[2],[3],[6]			(271,000,000)
Notional amounts at December 31				$ 0

[1] During 2020, we entered into two treasury lock contracts with an aggregate notional amount of $500.0 million to effectively fix the interest rate on the forecasted issuance of U.S. dollar senior notes, which were then issued in August 2020. The loss associated with the settlement of the derivatives upon issuance of the senior notes was not significant.

[2] 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.

[3] During 2020, we entered into four treasury lock contracts with an aggregate notional amount of $750.0 million to effectively fix the interest rate on the forecasted issuance of U.S. dollar senior notes, which were then issued in February 2020. Subsequent to issuance, we recorded a loss of $16.8 million associated with these derivatives that will be amortized out of AOCI/L to Interest Expense, in accordance with our policy

[4] During 2020, we entered into one interest rate swap contract with an aggregate notional amount of €150.0 million ($165.0 million) to effectively fix the interest rate on our euro senior notes bearing a floating rate of Euribor plus 0.3% issued in February 2020.  

[5] During 2020, we entered into two interest rate swap contracts with an aggregate notional amount of $250.0 million to effectively fix the interest rate on the outstanding balance of our 2017 Term Loan bearing a floating rate of 1-month USD LIBOR plus 0.9%.

[6] 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