FAIR VALUE, Qualifying Hedge Derivative (Details) - USD ($) $ in Millions		3 Months Ended	9 Months Ended
		Sep. 30, 2020	Sep. 30, 2020	Dec. 31, 2019	Nov. 14, 2019
Term Loan [Member]
Derivative [Abstract]
Amortization period			10 years
Amount of principal payment			$ 0.2
Interest Rate Swap [Member]
Fair Value, Outstanding Derivative [Abstract]
Notional amount					$ 20.0
Interest Rate Swap [Member] | Term Loan [Member]
Derivative [Abstract]
Fixed rate		5.36%	5.36%
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member]
Fair Value, Outstanding Derivative [Abstract]
Notional amount	[1]	$ 18.3	$ 18.3	$ 19.8
Fair value	[1]	1.0	1.0	$ 0.1
Classification and Amount of Interest Expense Recognized on Hedging Instruments [Abstract]
Interest expense		0.1	0.1
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments Designated As Hedging Instruments In Other Comprehensive Income/(Loss) [Roll Forward]
Interest rate swap (income) loss		$ (0.1)	$ 0.8
LIBOR [Member] | Interest Rate Swap [Member] | Term Loan [Member]
Derivative [Abstract]
Variable rate		3.50%	3.50%

[1] The Company's derivative liability is measured at fair value using observable market inputs such as interest rates and our own credit risk as well as an evaluation of our counterparty's credit risk. Based on these inputs the derivative liability is classified within Level 2 of the valuation hierarchy. The liability is included in other long-term liabilities in the condensed consolidated balance sheets.