Financial Instruments (Tables)

9 Months Ended

Sep. 30, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Summary of Designated and Non-designated Cash Flow Hedges

A summary of the Company's designated and non-designated cash flow hedges follows:

	September 30, 2018				December 31, 2017
(in millions)	Fair Value1		Notional Value		Fair Value1		Notional Value
Designated hedges	$	—	$	6.2	$	(0.2)	$	22.3
Non-designated hedges	(0.1)		38.4		0.2		38.6

^1. The fair value of foreign currency forward contracts is included in other current assets. The fair value was estimated using observable market inputs such as forward and spot prices of the underlying exchange rate pair. Based on these inputs, derivative assets and liabilities are classified as Level 2 in the fair value hierarchy.

Change in Accumulated Other Comprehensive Income Related to Cash Flow Hedges

The change in accumulated other comprehensive income (loss) related to cash flow hedges for the three and nine months ended September 30, follows:

(in millions)	2018		2017
Balance as of July 1	$	(3.5)	$	0.2
Other comprehensive loss before reclassifications	(0.1)		(0.2)
Amounts reclassified from accumulated other comprehensive loss	0.1		—
Other comprehensive income (loss)	—		(0.2)
Balance as of September 30	$	(3.5)	$	—
(in millions)	2018		2017
Balance as of January 1	$	(4.0)	$	0.9
Other comprehensive income (loss) before reclassifications	0.2		(0.4)
Amounts reclassified from accumulated other comprehensive loss	0.3		(0.5)
Other comprehensive income (loss)	0.5		(0.9)
Balance as of September 30	$	(3.5)	$	—