Financial Instruments and Risk Management - Interest Rate Risk Management Narrative (Details) - USD ($) $ in Millions	3 Months Ended
Mar. 31, 2020	Mar. 02, 2020
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Interest rate swaps	$ 24.0
Cash flow hedge loss expected to be reclassified within twelve months	7.5
Interest Rate Swap
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Derivative, notional amount	$ 1,200.0	$ 1,200.0

The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Nominal or face amount used to calculate payment on derivative.

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