Note 4 Derivative Liability: The Fair Values of Derivative Instruments Were Estimated Using The Black Scholes Pricing Model Based On The Following Weighted-average Assumptions (Tables)

6 Months Ended

Jun. 30, 2015

Tables/Schedules

The Fair Values of Derivative Instruments Were Estimated Using The Black Scholes Pricing Model Based On The Following Weighted-average Assumptions:

The fair values of derivative instruments were estimated using the Black Scholes pricing model based on the following weighted-average assumptions:

	Convertible Debt Instruments
Risk-free rate		0.18%
Expected volatility		2.31%
Expected life		91 days