Related Party Transactions (Tables)

12 Months Ended

Dec. 31, 2016

Debt Disclosure [Abstract]

Schedule of assumptions used

The Company determined the fair value using the Black-Scholes option pricing model with the following assumptions:

	December 31,
	2016			2015
Dividend rate		—			—
Risk-free rate		1.9	%		1.8	%
Expected life (years)		3.7			4.7
Expected volatility		34.1	%		33.3	%

Schedule of value of the warrant liability

The changes on the value of the warrant liability during the years ended December 31, 2016 and 2015 were as follows (in thousands):

Fair value – December 31, 2014	$	421
Issuances		—
Change in fair value		(162	)
Fair value – December 31, 2015		259
Issuances		—
Changes in fair value		(70	)
Fair value – December 31, 2016	$	189