Fair Value Measurements (Tables)

3 Months Ended

Mar. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of gains on interest rate swap contracts

The following table shows the gains and interest expense recognized on our interest rate swap contracts:



	Three Months Ended
	March 31,
	2018			2017
Gains recorded in accumulated other comprehensive loss, net of tax	$	(2.6	)	$	(2.8	)
Interest expense recorded related to interest rate swap contracts	0.5			2.1
Ineffectiveness recorded in interest expense	—			0.6

Schedule of the effect of interest rate swap contracts designated as cash flow hedges

The following table shows the effect of interest rate swap contracts designated as cash flow hedges on the consolidated statements of operations and comprehensive loss:



	Three Months Ended
	March 31,
	2018
	Interest expense
Total amounts of expense line item presented in the statements of operations and comprehensive loss in which the effects of cash flow hedges are recorded	$	(154.8	)
Hedged item	(1.6		)
Derivative designated as hedging instrument	1.1

Fair value of liabilities measured on recurring basis

The following table shows the fair value of our hedges:



	Balance Sheet Line Item	March 31, 2018		December 31, 2017
Interest rate swaps ⁽¹⁾⁽³⁾	Other assets/(accrued liabilities)	$	2.6	$	(0.2	)
Cross-currency interest rate swaps⁽²⁾⁽³⁾	Other long-term liabilities	20.8		—
(1) The respective gain of $2.6 million for the quarter ended March 31, 2018 is reflected in Derivative financial instrument unrealized gain, net of tax in Other comprehensive income. (2) The respective loss of $20.8 million for the quarter ended March 31, 2018 is reflected in Foreign currency translation loss in Other comprehensive income. (3) The inputs used to measure the fair value of our interest rate swap contracts are categorized as Level 2 in the fair value hierarchy.