Warrants (Tables)

12 Months Ended

Dec. 31, 2016

Equity [Abstract]

Summary of Assumptions using Black- Scholes Option-Pricing Model to estimate fair value

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
Common Stock Warrants:
Expected term (in years)		5.0
Expected volatility (%)		31.8%
Risk-free interest rate (%)		1.7%
Expected dividend yield (%)		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%

The fair value of the 2016 Placement Warrants of $2.7 million was estimated using the Black-Scholes option pricing model and the following weighted-average assumptions:

	December 31, 2016
2016 Placement Warrants:
Expected term (in years)		6.7
Expected volatility (%)		63.6%
Risk-free interest rate (%)		2.3%
Expected dividend yield (%)		0%