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 (Details)	6 Months Ended
Jun. 30, 2015
Details
Fair Value Assumptions, Risk Free Interest Rate	0.18%
Fair Value Assumptions, Expected Volatility Rate	2.31%
Fair Value Assumptions, Expected Term	91 days

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

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- Definition

Risk-free interest rate assumption used in valuing an instrument.

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- References

No definition available.

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