Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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- Definition

Number of additional forward starting interest rate swaps.

+ References

No definition available.

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- Definition

Fair values as of the balance sheet date of the net amount of all assets and liabilities resulting from contracts that meet the criteria of being accounted for as derivative instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 45
-Paragraph 5
-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41228-113958

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- Definition

Average fixed interest rate related to the group of interest rate derivatives.

+ References

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- Definition

Fixed interest rate related to the interest rate derivative.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

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- Definition

The increase (decrease) during the reporting period of all assets and liabilities used in operating activities.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=98514028&loc=d3e3602-108585

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624163-113959

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- Definition

Fair value as of the balance sheet date of all interest rate derivatives designated as cash flow hedging instruments.

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Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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Financial Instruments - Additional Information (Detail)		1 Months Ended			3 Months Ended			12 Months Ended
Financial Instruments - Additional Information (Detail)	May 31, 2015 USD ($)	May 31, 2015 USD ($) Derivative	Dec. 31, 2011 USD ($) Derivative	Mar. 31, 2011 USD ($) Derivative	Dec. 31, 2015 USD ($) Derivative	Sep. 30, 2015 USD ($) Derivative	Jun. 30, 2015 USD ($) Derivative	Dec. 31, 2017 USD ($)	Dec. 31, 2016 USD ($)	Dec. 31, 2015 USD ($) Derivative
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative						4
Maturity date of interest rate cash flow hedges	May 31, 2015
Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative			4
Fixed rate payable on interest rate swap			2.38%
One Point Nine One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative				3
Fixed rate payable on interest rate swap				1.91%
One Point Three One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative										9
Maturity date of interest rate cash flow hedges										Apr. 15, 2019
Fixed rate payable on interest rate swap					1.31%					1.31%
One Point Four Zero Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative							4
Maturity date of interest rate cash flow hedges							Apr. 15, 2019
Average fixed rate payable on interest rate swap							1.40%
One Point Two Three Percent Forward Starting Interest Rate Swaps One
Derivative [Line Items]
Maturity date of interest rate cash flow hedges						Apr. 15, 2019
Average fixed rate payable on interest rate swap						1.23%
One Point Two One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative					1
Maturity date of interest rate cash flow hedges					Apr. 15, 2019
Fixed rate payable on interest rate swap					1.21%					1.21%
Interest Rate Swap
Derivative [Line Items]
Fair value of our interest rate swaps								$ 7,000,000
Fair value of our interest rate swaps, liability									$ 4,000,000
Fair value of our interest rate swaps, assets									4,000,000
Interest Rate Swap \| Net Accounts Receivable
Derivative [Line Items]
Fair value of our interest rate swaps, assets								4,000,000
Interest Rate Swap \| Other Assets
Derivative [Line Items]
Fair value of our interest rate swaps, assets								3,000,000
Foreign Currency Forward Exchange Contracts
Derivative [Line Items]
Net cash (outflows) inflows								(64,000,000)	79,000,000	$ 23,000,000
Fair Value Hedge
Derivative [Line Items]
Fair value of hedges outstanding					$ 0			$ 0	$ 0	0
Cash Flow Hedging
Derivative [Line Items]
Number of additional forward starting interest rate swaps \| Derivative		7
Notional amount of interest rate cash flow hedges	$ 825,000,000	$ 825,000,000
Cash Flow Hedging \| Two Point Three Eight Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges			$ 600,000,000
Cash Flow Hedging \| One Point Nine One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges				$ 225,000,000
Cash Flow Hedging \| One Point Three One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges					1,000,000,000					1,000,000,000
Cash Flow Hedging \| One Point Four Zero Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges							$ 500,000,000
Cash Flow Hedging \| Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges						$ 400,000,000
Cash Flow Hedging \| One Point Two Three Percent Forward Starting Interest Rate Swaps One
Derivative [Line Items]
Notional amount of interest rate cash flow hedges						100,000,000
Cash Flow Hedging \| One Point Two Three Percent Forward Starting Interest Rate Swaps Two
Derivative [Line Items]
Notional amount of interest rate cash flow hedges						200,000,000
Cash Flow Hedging \| One Point Two Three Percent Forward Starting Interest Rate Swaps Three
Derivative [Line Items]
Notional amount of interest rate cash flow hedges						$ 100,000,000
Cash Flow Hedging \| One Point Two One Percent Forward Starting Interest Rate Swaps
Derivative [Line Items]
Notional amount of interest rate cash flow hedges					$ 100,000,000					$ 100,000,000