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Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details)
$ in Millions
12 Months Ended
Apr. 28, 2016
USD ($)
Feb. 12, 2016
USD ($)
item
Dec. 31, 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 Swaps      
Amount drawn $ 230.0    
Senior unsecured revolving credit facility      
Interest Rate Swaps      
Borrowing capacity   $ 500.0  
Forward exchange contracts | Non designated | Cash Flow Hedging      
Amount of Gain or (Loss) Recognized in Income on Derivatives      
Gain from derivatives recorded in statement of operations     $ 0.3
Interest Rate Swaps | Designated | Cash Flow Hedging      
Interest Rate Swaps      
Number of derivative contracts entered | item   2  
Derivative fixed interest rate   1.31375%  
Derivative notional amount   $ 225.0  
Gain (loss) recognized in Accumulated Other Comprehensive Loss, effective portion     $ 2.9
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR      
Interest Rate Swaps      
Derivative, floor interest rate   0.00%