v3.25.1
Derivative financial instruments (Tables) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Apr. 30, 2025
Jan. 31, 2024
Apr. 30, 2025
Apr. 30, 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 April 30, 2025 and 2024:
April 30, 2025 contract amounts:Notional Sell AmountsNotional Buy Amounts
Euro$152,965 $216,275 
British pound20,659 171,023 
Japanese yen27,285 33,238 
Mexican Peso3,413 25,522 
Hong Kong dollar1,296 5,691 
Singapore dollar1,667 26,579 
Australian dollar1,085 9,568 
Taiwan Dollar— 8,000 
Others11,019 71,142 
Total$219,389 $567,038 
April 30, 2024 contract amounts:Notional Sell AmountsNotional Buy Amounts
Euro$137,867 $145,019 
British pound17,490 181,427 
Mexican Peso927 32,979 
Japanese yen18,665 27,588 
Hong Kong dollar3,739 7,438 
Singapore dollar109 19,867 
Australian dollar331 9,441 
Taiwan Dollar— 8,000 
Others4,886 86,152 
Total$184,014 $517,911 
 
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 April 30, 2025:
Prepaid expenses and other current assetsOther assetsAccrued liabilitiesOther long-term liabilities
Net investment contracts$5,132 $— $3,865 $51,916 
 
Net Investment Hedge Gain (Loss) $ (49,122) $ 7,348 $ (20,602) $ (4,507)
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 $12,567 $312,567