v3.26.3
Derivatives and Hedging (Tables)
 9 Months Ended
Sep. 30, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value The following table presents the fair values of the Company’s derivative instruments that were designated and qualified as part of a hedging relationship (in millions):
Fair Value (1)
Derivatives Designated as Hedging InstrumentsBalance Sheet LocationSeptember 30, 2026December 31, 2025
Assets:
Accrued interest receivable on interest rate swapPrepaid expenses and other current assets$0.1 $— 
Accrued interest receivable on cross-currency rate swapsPrepaid expenses and other currents assets— 0.1 
Interest rate swapsPrepaid expenses and other currents assets0.2 — 
Total assets$0.3 $0.1 
Liabilities:
Interest rate swapsDerivative liabilities, current$— $0.1 
Cross-currency rate swapDerivative liabilities, current— 20.6 
Cross-currency rate swapOther non-current liabilities30.6 20.1 
Total liabilities$30.6 $40.8 
(1) Refer to Note 16, Fair Value Measurements, for additional information related to the estimated fair value.
Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss)
The following table summarizes the notional values and pretax impact of changes in the fair values of instruments designated as net investment hedges (in millions):

Notional AmountGain (Loss) Recognized in AOCL
As ofThree Months Ended September 30, 2026Three Months Ended September 30, 2025Nine Months Ended September 30, 2026Nine Months Ended September 30, 2025
September 30, 2026December 31, 2025
Cross-currency rate swaps€238.8 €238.8 $2.8 $0.5 $10.3 $(31.1)
Total€238.8 €238.8 $2.8 $0.5 $10.3 $(31.1)