Derivatives - Additional Information (Details) - USD ($) |
9 Months Ended | |
|---|---|---|
Sep. 30, 2022 |
Dec. 31, 2021 |
|
| Derivative [Line Items] | ||
| Derivative, description of terms | The Company is subject to interest rate risk related to the Senior Secured Credit Facility and enters into interest rate swaps that are based on LIBOR to manage a portion of this exposure. The interest rate swaps are designated as cash flow hedges that qualify for hedge accounting under the hypothetical derivative method. Fair value adjustments are recorded as a component of Accumulated other comprehensive loss, net of tax (“AOCL”) in the Condensed Consolidated Balance Sheets. Balances in AOCL are reclassified to earnings when transactions related to the underlying risk are settled. As of September 30, 2022, the Company held interest rate swaps effective from September 2019 to September 2025 with notional values totaling $250 million and a weighted average LIBOR fixed rate of 3.04% and interest rate swaps effective from September 2022 to September 2025 with notional values totaling $250 million and a weighted average LIBOR fixed rate of 2.82%. See "Note F. Fair Value of Financial Instruments” for information regarding the fair value of the Company’s interest rate swaps. | |
| Derivative gains in AOCL expected to be reclassified within next twelve months | $ 3,000,000 | |
| Interest Rate Swaps A | ||
| Derivative [Line Items] | ||
| Notional amount | 250,000,000 | |
| Interest Rate Swaps B | ||
| Derivative [Line Items] | ||
| Notional amount | 250,000,000 | |
| Available-for-sale securities and interest rate swaps | ||
| Derivative [Line Items] | ||
| Accumulated other comprehensive loss, net of tax | $ 19,000,000 | $ (31,000,000) |
| LIBOR | Interest Rate Swaps A | ||
| Derivative [Line Items] | ||
| Fixed interest rate | 3.04% | |
| LIBOR | Interest Rate Swaps B | ||
| Derivative [Line Items] | ||
| Fixed interest rate | 2.82% |