Stock-Based Compensation - Summary of Assumptions Used in Option Valuations (Details)	12 Months Ended
Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Summary of assumptions used in option models
Risk-free interest rate, minimum	2.50%	2.07%	0.91%
Risk-free interest rate, maximum	2.68%	3.06%	2.61%
Weighted-average volatility	22.00%	22.00%	22.00%
Dividend yield	2.20%	2.10%	2.22%
Minimum
Summary of assumptions used in option models
Expected years until exercise	8 years 8 months 12 days	7 years 6 months	7 years 2 months 12 days
Maximum
Summary of assumptions used in option models
Expected years until exercise	9 years	8 years 4 months 24 days	7 years 10 months 25 days

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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- Definition

Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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