Debt (Tables)

9 Months Ended

Sep. 30, 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	0.00%