Hedging Activities and Fair Value Measurements, Interest Rate Swap Contracts (Details) - 3 months ended Mar. 31, 2019 € in Millions, $ in Millions	USD ($) Contract	EUR (€) Contract
Derivative, Fair Value, Net [Abstract]
Number of contracts \| Contract	9	9
LIBOR [Member]
Derivative, Fair Value, Net [Abstract]
Expected losses to be reclassified out of AOCI into earnings during next 12 months \| $	$ 14.0
Long-term debt outstanding	$ 927.6	€ 605.8
Interest Rate Swap Contracts [Member]
Derivative, Fair Value, Net [Abstract]
Number of contracts \| Contract	8	8
Interest Rate Swap Contracts [Member] \| LIBOR [Member]
Derivative, Fair Value, Net [Abstract]
Long-term debt hedged \| $	$ 925.0
Interest Rate Swap Contracts [Member] \| LIBOR [Member] \| Minimum [Member]
Derivative, Fair Value, Net [Abstract]
Fixed interest rate	3.30%	3.30%
Interest Rate Swap Contracts [Member] \| LIBOR [Member] \| Maximum [Member]
Derivative, Fair Value, Net [Abstract]
Fixed interest rate	4.30%	4.30%

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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Amount of hedged item in hedging relationship. Excludes hedged asset or liability.

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Fixed interest rate related to the interest rate derivative.

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The number of derivative instruments of a particular group held by the entity.

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Amount, after unamortized (discount) premium and debt issuance costs, of long-term debt. Includes, but not limited to, notes payable, bonds payable, debentures, mortgage loans and commercial paper. Excludes capital lease obligations.

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