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Borrowing Arrangements (Tables)
3 Months Ended
Mar. 31, 2015
Debt Disclosure [Abstract]  
Schedule of warrant fair value assumptions
The fair value of the warrant as of November 1, 2014 was estimated using the following assumptions:
 
Expected volatility
 
60
%
Risk free rate
 
1.62
%
Dividend yield
 
0
%
Expected term (in years)
 
5.00
 
Schedule of equity warrant fair value assumptions
The fair value of the issued warrants as of February 27, 2015, were estimated using the following assumptions:
 
 
 
Fortress
 
National Securities Corporation
 
Expected volatility
 
60
%
 
 
60
%
Risk free rate
 
1.7
%
 
 
1.5
%
Dividend yield
 
0
%
 
 
0
%
Expected term (in years)
 
5.00
 
 
 
7.00