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Financial Instruments and Derivative Instruments - Interest Rate Swap and Non-Designated Cash Flow Hedge (Details)
$ in Millions
3 Months Ended 6 Months Ended
Jul. 03, 2016
USD ($)
Apr. 28, 2016
USD ($)
Feb. 12, 2016
USD ($)
item
Jul. 03, 2016
USD ($)
Jul. 03, 2016
USD ($)
Derivative instruments          
Percentage of projected intercompany purchases hedged by forward exchange contracts         50.00%
Period of projected intercompany purchase transactions         12 months
Credit Agreement          
Interest Rate Swap          
Amount drawn   $ 230.0      
Term loan facility          
Interest Rate Swap          
Face amount     $ 300.0    
Amount drawn     300.0    
Senior unsecured revolving credit facility          
Interest Rate Swap          
Borrowing capacity     $ 500.0    
Amount drawn $ 230.0        
Forward exchange contracts | Non designated          
Amount of Gain or (Loss) Recognized in Income on Derivatives          
Loss from derivatives recorded to other expense (income), net in statement of operations       $ 0.3 $ 0.1
Interest rate swap | Designated | Cash Flow Hedging          
Interest Rate Swap          
Number of derivative contracts entered | item     2    
Derivative fixed interest rate     1.31375%    
Derivative notional amount     $ 225.0    
Loss recognized in Accumulated Other Comprehensive Loss, effective portion       $ 1.7 $ 1.9
Interest rate swap | Designated | Cash Flow Hedging | LIBOR          
Interest Rate Swap          
Description of variable rate basis     LIBOR    
Derivative, floor interest rate     0.00%