Stock-Based Compensation - Weighted-Average Assumptions (Details)	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Weighted-average assumptions used in the Black-Scholes option-pricing model
Risk-free interest rate	1.55%	2.00%	2.26%
Expected volatility	33.78%	32.90%	30.80%
Dividend yield	0.00%	0.00%	0.00%
Weighted-average expected life	5 years	5 years 3 months 18 days	5 years 3 months 18 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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- 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 award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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