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Fair Value Measurements (Tables)
 9 Months Ended
Sep. 30, 2017
Fair Value Disclosures [Abstract]  
Schedule of Valuation Assumptions used in Determining Fair Value
The following valuation assumptions were used in determining the fair value of the Second Lien Notes as of September 30, 2017:
Risk-free interest rate
1.70
%
Credit spreads
13.96
%
PIK premium spread
2.00
%
Volatility
50.00
%