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Convertible Notes, Warrants, and Related Derivatives (Tables)
12 Months Ended
Dec. 31, 2014
Debt Disclosure [Abstract]  
Fair Value Measurements, Nonrecurring
Prior to conversion, the fair value of the derivative liabilities associated with convertible notes was determined upon issuance and at December 31, 2013 using “Monte Carlo” simulation with the following weighted-average assumptions:
 
 
As of December 31, 2013
As of Issuance
Expected term (in years)
0.8

0.9

Discount rate
16.5
%
15.0
%
Weighted-average scenario probabilities:
 
 
Maturity
5.0
%
5.0
%
Qualified financing
5.0
%
20.0
%
Initial public offering
80.0
%
60.0
%
Change in control
10.0
%
15.0
%