Derivatives	9 Months Ended
Derivatives	Apr. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivatives	Derivatives Foreign Currency In order to hedge against the impact of fluctuations in the value of the Euro, British Pound, Canadian dollar, Australian dollar, Singapore dollar and Chinese Renminbi relative to the U.S. dollar on the conversion of such net assets into the functional currencies, we enter into short-term forward contracts to purchase such foreign currencies, which contracts are one-month in duration. These short-term contracts are designated as fair value hedge instruments. These foreign currency forward contracts are continually replaced with new one-month contracts as long as we have significant net assets that are denominated and ultimately settled in currencies other than each entity’s functional currency. Gains and losses related to hedging contracts to buy foreign currencies forward are immediately realized within general and administrative expenses due to the short-term nature of such contracts. We do not currently hedge against the impact of fluctuations in the value of the Japanese Yen or Sri Lankan Rupee relative to the U.S. dollar because the overall foreign currency exposure relating to these currencies is not material. There were six foreign currency forward contracts with an aggregate notional value of $64,854 and $78,264 at April 30, 2020 and July 31, 2019, respectively, which covered certain assets and liabilities that were denominated in currencies other than each entity’s functional currency. For the three and nine months ended April 30, 2020 and 2019, the settlements of our forward contracts resulted in immaterial amounts of currency conversion gains and losses on the hedged items in the aggregate. Variable Rate Borrowings In order to hedge against the impact of fluctuations in the interest rate associated with our variable rate borrowings, in fiscal 2019, we entered into two interest rate swaps with a combined notional value of $150,000, expiring on June 28, 2023. The swaps fixed interest rates at 2.265%. During the third quarter of fiscal 2020, we terminated our existing interest rate swaps and entered into a new interest rate swap with a notional value of $500,000, which fixed interest rates at 1.297% and expires on September 6, 2024. Upon terminating the existing interest rate swap agreements, we determined that the interest payments hedged with the credit agreement are still probable to occur, therefore the loss that accumulated on the swaps prior to the termination of $8,534 will be amortized to interest expense through June 28, 2023, the original maturity dates of the swaps. Additionally, as the cost of unwinding the liability associated with the terminated swaps was included in our new swap rate, the new swap instrument has been bifurcated into a financing component and a derivative component on our condensed consolidated balance sheet. At April 30, 2020, $1,914 was recorded in the current portion of long-term debt and $6,381 was recorded in long-term debt, which represents the fair value of the financing component of the interest rate swap. At April 30, 2020, $3,483 was recorded in accrued expenses and $8,121 was recorded in other long-term liabilities, which represents the fair value of the derivative component of the interest rate swap. At July 31, 2019, $486 was recorded in prepaid expenses and other current assets and $2,826 was recorded in other assets. In connection with the amendment to our credit agreement, we amended the $500,000 interest rate swap on May 13, 2020. See Note 16, “Subsequent Events” for additional information.