v3.25.2
Derivative financial instruments (Tables) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Jul. 31, 2025
Apr. 30, 2024
Jul. 31, 2025
Jul. 31, 2024
Derivative Instruments and Hedging Activities Disclosure [Abstract]        
Outstanding Currency, Forward Exchange Contracts    
The following table summarizes, by currency, the foreign currency forward contracts outstanding at July 31, 2025 and 2024:
July 31, 2025 contract amounts:Notional Sell AmountsNotional Buy Amounts
Euro$162,281 $263,630 
British pound19,819 193,734 
Japanese yen21,252 31,532 
Mexican Peso3,413 32,467 
Hong Kong dollar1,344 1,887 
Singapore dollar600 27,122 
Australian dollar1,100 10,111 
Taiwan Dollar 8,000 
Others5,621 76,630 
Total$215,430 $645,113 
July 31, 2024 contract amounts:Notional Sell AmountsNotional Buy Amounts
Euro$124,144 $144,557 
British pound17,187 138,240 
Mexican Peso50 32,714 
Japanese yen18,113 26,580 
Hong Kong dollar— 1,942 
Singapore dollar2,391 22,735 
Australian dollar— 9,630 
Taiwan Dollar— 8,000 
Others3,425 71,755 
Total$165,310 $456,153 
 
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location    
The following table summarizes the fair values of our net investment contracts designated as net investment hedges in the Company's Condensed Consolidated Balance Sheets as of July 31, 2025:
Prepaid expenses and other current assetsOther assetsAccrued liabilitiesOther long-term liabilities
Net investment contracts$4,153 $— $332 $57,122 
 
Net Investment Hedge Gain (Loss) $ (6,868) $ (6,968) $ (27,470) $ (11,475)
Schedule of Interest Rate Derivatives    
The following table provides information regarding the Company's outstanding interest rate derivatives that were used to hedge changes in fair value attributable to interest rate risk:
Interest rate swaps - notional amountCumulative adjustment to long-term debt from application of hedge accountingCarrying value of hedged debt
Interest rate swaps$300,000 $8,656 $308,656