Derivative financial instruments (Tables) - USD ($)
$ in Thousands

3 Months Ended

Jan. 31, 2025

Jan. 31, 2024

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Outstanding Currency, Forward Exchange Contracts

The following table summarizes, by currency, the foreign currency forward contracts outstanding at January 31, 2025 and 2024:

January 31, 2025 contract amounts:	Notional Sell Amounts		Notional Buy Amounts
Euro	$	138,952	$	170,725
British pound	24,087		172,779
Japanese yen	22,217		24,307
Mexican Peso	37		25,260
Hong Kong dollar	1,844		2,528
Singapore dollar	8,313		21,376
Australian dollar	284		10,421
Taiwan Dollar	—		8,002
Others	10,977		75,638
Total	$	206,711	$	511,036
January 31, 2024 contract amounts:	Notional Sell Amounts		Notional Buy Amounts
Euro	$	111,826	$	96,737
British pound	19,136		180,224
Mexican Peso	925		33,885
Japanese yen	12,024		23,985
Hong Kong dollar	—		7,453
Singapore dollar	72		20,062
Australian dollar	—		9,334
Taiwan Dollar	—		8,000
Others	5,329		85,206
Total	$	149,312	$	464,886

Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location

The following table summarizes the fair values of our net investment contracts designated as net investment hedges in the Company's Condensed Consolidated Balance Sheets as of January 31, 2025:

	Prepaid expenses and other current assets		Other assets		Accrued liabilities		Other long-term liabilities
Net investment contracts	$	14,482	$	4,314	$	—	$	96

Net Investment Hedge Gain (Loss)

$ 28,520

$ (11,855)

Schedule of Interest Rate Derivatives

The following table provides information regarding the Company's outstanding interest rate derivatives that were used to hedge changes in fair value attributable to interest rate risk:

	Interest rate swaps - notional amount		Cumulative adjustment to long-term debt from application of hedge accounting		Carrying value of hedged debt
Interest rate swaps	$	300,000	$	2,985	$	302,985