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Fair value financial measurements (Tables)
9 Months Ended 12 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Fair Value Disclosures [Abstract]    
Schedule of Fair Value of Financial Liabilities

The following table sets forth the fair value of the Company’s financial liabilities by level within the fair value hierarchy (in thousands):

 

     At September 30, 2015  
     Level 1      Level 2      Level 3      Total  
     (Unaudited)  

Convertible preferred stock warrant liability

   $ —         $ —         $ —         $ —     
  

 

 

    

 

 

    

 

 

    

 

 

 

 

     At December 31, 2014  
     Level 1      Level 2      Level 3      Total  

Convertible preferred stock warrant liability

   $ —         $ —         $ 138       $ 138   
  

 

 

    

 

 

    

 

 

    

 

 

 

The following table sets forth the fair value of the Company’s financial liabilities by level within the fair value hierarchy (in thousands):

 

     December 31, 2013  
     Fair Value      Level 1      Level 2      Level 3  

Convertible preferred stock warrant liability

   $ 158       $ —         $ —         $ 158   

 

     December 31, 2013  
     Fair Value      Level 1      Level 2      Level 3  

Convertible preferred stock warrant liability

   $ 138       $ —         $ —         $ 138   
Summary of Changes in Fair Value of Level 3 Financial Liabilities

The following table sets forth a summary of the changes in the fair value of the Company’s Level 3 financial liabilities (in thousands):

 

     Nine Months
Ended September 30,
2015
 
     (Unaudited)  

Fair value, beginning of period

   $ 138   

Change in fair value of Level 3 financial liabilities

     (45

Reclassification of preferred stock warrant liabilities to additional paid-in-capital in conjunction with the conversion of the convertible preferred stock into common stock upon closing of the Merger

     (93
  

 

 

 

Fair value, end of period

   $ —     
  

 

 

 

The following table sets forth a summary of the changes in the fair value of the Company’s Level 3 financial liabilities (in thousands):

 

     Year ended
December 31,
 
     2013      2014  

Fair value, beginning of period

   $ —         $ 158   

Issuance of convertible preferred stock warrant

     158         —     

Change in fair value of Level 3 financial liabilities

     —           (20
  

 

 

    

 

 

 

Fair value, end of period

     158         138