Debt (Tables)

3 Months Ended

Mar. 31, 2015

Debt Disclosure [Abstract]

Assumptions Used in Estimation of Initial Fair Value of Warrants

The estimated fair value of the warrant issued to Square 1 was determined on the date of issuance using the Black-Scholes option-pricing valuation model with the following assumptions:

Risk free interest rate		2.17%
Expected warrant term	10 Years
Expected volatility of common stock		77.19%
Expected dividend yield		0.0%