Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Interest Rate Swaps

Trade Date	Notional Amount		Coverage Period	Risk Coverage
November 28, 2018	$	200.0	November 2018 to November 2023	USD-LIBOR
November 28, 2018	$	100.0	March 2021 to March 2025	USD-LIBOR
March 6, 2020	$	50.0	March 2020 to March 2022	USD-LIBOR
March 10, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR
March 11, 2020	$	50.0	March 2021 to March 2024	USD-LIBOR

Summary of Fair Value of Derivative Instruments on Consolidated Balance Sheet

	Derivative Assets					Derivative Liabilities
		Fair Value					Fair Value
	Balance Sheet Location	December 31, 2021		December 31, 2020		Balance Sheet Location	December 31, 2021		December 31, 2020
Interest rate swap contracts	Other current assets	$	-	$	-	Accounts payable and accrued expenses	$	0.1	$	0.5
Interest rate swap contracts	Other non-current assets		0.4		-	Other long-term liabilities		14.5		28.4

Summary of Amount of Gain (Loss) Recognized in Accumulated Other Comprehensive Income

	Amount of Gain (Loss) Recognized in AOCI								Location of Gain (Loss) Reclassified from AOCI into Net Earnings (Loss)	Gain (Loss) Reclassified from AOCI into Net Earnings (Loss)
	2021		2020			2019				2021		2020		2019
Derivatives in cash flow hedging relationships
Interest rate swap contracts		21.9		(8.6	)		(20.0	)	Interest expense		8.5		5.6		(1.4	)