Warrants (Tables)

12 Months Ended

Dec. 31, 2015

Equity [Abstract]

Summary of Assumptions to Use Option Pricing Model

The Company used the Black-Scholes option-pricing model to estimate the fair value of the convertible preferred stock warrant with the following assumptions:

	Upon the Closing of the Merger on July 23, 2015		December 31, 2014
Common Stock Warrants:
Expected term (in years)		5.0		5.3
Expected volatility (%)		31.8%		30.0%
Risk-free interest rate (%)		1.7%		1.7%
Expected dividend yield (%)		0%		0%

The fair value of the placement warrants was valued at their grant dates using the Black-Scholes pricing model and the following weighted average assumptions:

	Upon Issuance
Common Stock Warrants:
Expected term (in years)		5.0
Expected volatility (%)		31.8%
Risk-free interest rate (%)		1.6%
Expected dividend yield (%)		0%