Derivatives and Hedging Activities	6 Months Ended
Jun. 30, 2018
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives and Hedging Activities	Derivatives and Hedging Activities The Company uses derivatives to manage selected foreign exchange exposures for its investments in foreign subsidiaries. In general, the types of risks hedged are those relating to the variability of future earnings and cash flows caused by movements in foreign currency exchange rates and interest rates. The Company documents its risk management strategy and hedge effectiveness at the inception of and during the term of each hedge. Net Investment Hedge As of June 30, 2018, and December 31, 2017, the amount of notional foreign exchange contracts outstanding was approximately $88.0 million. There is no significant credit risk associated with the potential failure of any counterparty to perform under the terms of any derivative financial instrument. The net investment hedge is measured at fair value within the consolidated balance sheet either as an asset or a liability. As of June 30, 2018, the fair value of the derivative instrument was $1.0 million and was recorded in other long-term assets. As of December 31, 2017, the fair value of the derivative instrument was $2.4 million and was recorded in other long-term liabilities. The Company recognized a gain of $1.1 million and $2.3 million, net of taxes of $0.4 million and $1.0 million, respectively, for the three and six months ended June 30, 2018, respectively, recorded in other comprehensive (loss) income related to the net investment hedge. The Company recognized a loss of $0.9 million and $1.4 million, net of taxes of $0.6 million and $0.9 million, respectively, for the three and six months ended June 30, 2017, respectively, recorded in other comprehensive (loss) income related to the net investment hedge. The Company recorded a gain of $60,000 and $135,000 for the three and six months ended June 30, 2018, respectively, in other income, net, related to the ineffective portion of the net investment hedge. The Company recorded a loss of $64,000 and $95,000 for the three and six months ended June 30, 2017, respectively, in other income, net, related to the ineffective portion of the net investment hedge. Embedded Derivative The Company has the option to prepay its $575.0 million Senior Secured Notes due 2021 (the "Notes") at any time prior to August 15, 2018 at a price equal to 100% of the principal amount, plus the applicable premium and any accrued and unpaid interest. In addition, prior to August 15, 2018 and in the event of equity offerings, the Company has the option to prepay up to 40% of the Notes using the proceeds from such offering within 180 days from closing of the offering. However, 50% of the principal needs to remain outstanding. The redemption price is determined at 108.25% of the principal amount plus accrued and unpaid interest. On or after August 15, 2018, the Company may redeem the Notes subject to a redemption price equal to a percentage of the principal amount of the Notes, with such percentage set forth in the indenture governing the Notes, plus accrued and unpaid interest. The optional prepayment subsequent to an equity offering constitutes an embedded derivative and is bifurcated from the debt host and accounted for separately. The embedded derivative is recorded at fair value at inception and on an ongoing basis, with any changes in fair value from inception recorded in earnings. The fair value of the embedded derivative as of June 30, 2018, and December 31, 2017 was $0, due to a minimal probability of an equity offering occurring where the proceeds are used to pay down the Notes prior to the expiration of the optional prepayment time period on August 15, 2018. The change in fair value was $0 for the three and six months ended June 30, 2018. The change in fair value in the amounts $0 and $13.2 million for the three and six months ended June 30, 2017, respectively, was included in other income, net.

Derivatives and Hedging Activities

The Company uses derivatives to manage selected foreign exchange exposures for its investments in foreign subsidiaries. In general, the types of risks hedged are those relating to the variability of future earnings and cash flows caused by movements in foreign currency exchange rates and interest rates. The Company documents its risk management strategy and hedge effectiveness at the inception of and during the term of each hedge.

Net Investment Hedge

As of June 30, 2018, and December 31, 2017, the amount of notional foreign exchange contracts outstanding was approximately $88.0 million. There is no significant credit risk associated with the potential failure of any counterparty to perform under the terms of any derivative financial instrument.

The net investment hedge is measured at fair value within the consolidated balance sheet either as an asset or a liability. As of June 30, 2018, the fair value of the derivative instrument was $1.0 million and was recorded in other long-term assets. As of December 31, 2017, the fair value of the derivative instrument was $2.4 million and was recorded in other long-term liabilities.

The Company recognized a gain of $1.1 million and $2.3 million, net of taxes of $0.4 million and $1.0 million, respectively, for the three and six months ended June 30, 2018, respectively, recorded in other comprehensive (loss) income related to the net investment hedge. The Company recognized a loss of $0.9 million and $1.4 million, net of taxes of $0.6 million and $0.9 million, respectively, for the three and six months ended June 30, 2017, respectively, recorded in other comprehensive (loss) income related to the net investment hedge.

The Company recorded a gain of $60,000 and $135,000 for the three and six months ended June 30, 2018, respectively, in other income, net, related to the ineffective portion of the net investment hedge. The Company recorded a loss of $64,000 and $95,000 for the three and six months ended June 30, 2017, respectively, in other income, net, related to the ineffective portion of the net investment hedge.

Embedded Derivative

The Company has the option to prepay its $575.0 million Senior Secured Notes due 2021 (the "Notes") at any time prior to August 15, 2018 at a price equal to 100% of the principal amount, plus the applicable premium and any accrued and unpaid interest.

In addition, prior to August 15, 2018 and in the event of equity offerings, the Company has the option to prepay up to 40% of the Notes using the proceeds from such offering within 180 days from closing of the offering. However, 50% of the principal needs to remain outstanding. The redemption price is determined at 108.25% of the principal amount plus accrued and unpaid interest.

On or after August 15, 2018, the Company may redeem the Notes subject to a redemption price equal to a percentage of the principal amount of the Notes, with such percentage set forth in the indenture governing the Notes, plus accrued and unpaid interest.

The optional prepayment subsequent to an equity offering constitutes an embedded derivative and is bifurcated from the debt host and accounted for separately. The embedded derivative is recorded at fair value at inception and on an ongoing basis, with any changes in fair value from inception recorded in earnings. The fair value of the embedded derivative as of June 30, 2018, and December 31, 2017 was $0, due to a minimal probability of an equity offering occurring where the proceeds are used to pay down the Notes prior to the expiration of the optional prepayment time period on August 15, 2018.

The change in fair value was $0 for the three and six months ended June 30, 2018. The change in fair value in the amounts $0 and $13.2 million for the three and six months ended June 30, 2017, respectively, was included in other income, net.