Stock-Based Compensation - Weighted-Average Assumptions (Details)	12 Months Ended
Dec. 31, 2018	Dec. 31, 2017	Dec. 31, 2016
Weighted-average assumptions used in the Black-Scholes option-pricing model
Risk-free interest rate	2.26%	1.97%	1.20%
Expected volatility	30.80%	30.66%	31.23%
Dividend yield	0.00%	0.00%	0.00%
Weighted-average expected life	5 years 3 months 18 days	5 years 3 months 18 days	5 years 4 months 24 days

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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+ Details

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
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-URI http://asc.fasb.org/extlink&oid=115993241&loc=d3e301413-122809

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