Financial Instruments - Interest Rate Swaps and Non-Designated Cash Flow Hedge (Details) $ in Millions		1 Months Ended	12 Months Ended
	Feb. 12, 2016 USD ($) item	Feb. 29, 2016 USD ($)	Dec. 31, 2019 USD ($)	Dec. 31, 2018 USD ($)
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts			60.00%
Period of projected intercompany purchase transactions			12 months
Minimum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts				70.00%
Maximum
Derivative instruments
Percentage of projected intercompany purchases hedged by forward exchange contracts				80.00%
Term loan facility | Term Loan due February 2021
Interest Rate Swaps
Face amount	$ 300.0
Amount drawn		$ 300.0
Senior unsecured revolving credit facility
Interest Rate Swaps
Amount drawn			$ 10.0
Borrowing capacity	$ 500.0
Forward exchange contracts | Designated
Derivative instruments
Designated foreign currency hedges			0.2
Amount of Gain or (Loss) Recognized in Income on Derivatives
Amount expected to be reclassified			$ 0.4
Period of time for expected reclassification			12 months
Canadian Dollar to US Dollar Contracts
Interest Rate Swaps
Derivative notional amount			$ 13.5
US Dollar to Chinese Yuan Contracts
Interest Rate Swaps
Derivative notional amount			1.6
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			$ (3.9)	$ 0.7
Interest Rate Swaps | Designated | Cash Flow Hedging | LIBOR
Interest Rate Swaps
Variable basis indexed interest payments floor	0.00%