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Fair Value of Financial Instruments (Tables) | 12 Months Ended
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Dec. 31, 2015
Fair Value Disclosures [Abstract] |
Schedule of Fair Value Inputs Liabilities Quantitative Information | for the years ended December 31, 2015 or 2014. Quantitative information regarding significant unobservable inputs used for recurring Level 3 fair value measurements of financial instruments as of December 31, 2013 were as follows:
|  |  |  | December 31, 2013 |  |  |  |
|  | Valuation Technique |  | Key Inputs |  | Range |
Derivative Liability |  | Lattice Model |  | Probability of exit |  |  | 90% |
|  |  |  | Remaining term |  | 0.8 years - 8.3 years |
|  |  |  | Yield Volatility |  | 21.4% - 31.1% |
|  |  |  | Credit Spread |  |  | 8.90% |
|  |  |  | Risk-free rate |  | 0.13% - 2.45% |
Summary of Change in Fair Value of Level 3 Financial Instruments | The following table summarizes the change in fair value of our Level 3 financial instruments for the years ended December 31, 2015, 2014 and 2013 (dollars in thousands).
|  | 2015 |  |  | 2014 |  |  | 2013 |
Balance, beginning of year |  | $ | — |  |  | $ | 1,107 |  |  | $ | 1,767 |
Issuances |  |  | — |  |  |  | — |  |  |  | — |
Change in fair value of derivative liability |  |  | — |  |  |  | (635 | ) |  |  | (660 | )
Gain on the extinguishment of derivative liability |  |  | — |  |  |  | (472 | ) |  |  | — |
Balance, end of year |  | $ | — |  |  | $ | — |  |  | $ | 1,107 |

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- Definition Tabular disclosure of quantitative information about the inputs used in the fair value measurement of liabilities. This disclosure may include, but is not limited to, the fair value of the liability, valuation technique used to measure fair value, the inputs used to measure fair value, the ranges of the inputs, and the weighted averages of the inputs. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258 + Details
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- Definition Tabular disclosure of financial instrument classified as a derivative asset (liability) after deduction of derivative liability (asset) using recurring unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 3 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19279-110258 + Details
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