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Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) - $ / shares |  |  |  | 9 Months Ended
--- | --- | --- | --- | ---
Dec. 01, 2014 | Oct. 01, 2014 | Aug. 14, 2014 | Sep. 30, 2015 | Sep. 30, 2014
Derivative [Line Items] |  |  |  |  |
Quoted market price/ underlying price on valuation date |  |  |  | $ 2.5 |
Monte Carlo Simulations [Member] | Monaco Notes [Member] | First Tranche [Member] |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Quoted market price/ underlying price on valuation date |  |  | $ 2.50 | 2.50 | $ 2.50
Contractual conversion rate |  |  | $ 3.15 | $ 3.15 | $ 3.15
Contractual term to maturity |  |  | 2 years | 10 months 13 days | 1 year 10 months 13 days
Implied expected term to maturity |  |  | 1 year 10 months 6 days | 9 months 29 days | 1 year 8 months 5 days
Market volatility: |  |  |  |  |
Range of equivalent volatilities |  |  | 51.20% | 103.21% | 62.30%
Contractual interest rate |  |  |  | 11.00% |
Range of equivalent market risk adjusted interest rates |  |  | 9.50% | 11.00% | 9.50%
Range of equivalent credit risk adjusted yields |  |  | 4.15% | 3.31% | 4.24%
Monte Carlo Simulations [Member] | Monaco Notes [Member] | Second Tranche [Member] |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Quoted market price/ underlying price on valuation date |  | $ 2.50 |  | $ 2.50 |
Contractual conversion rate |  | $ 3.15 |  | $ 3.15 |
Contractual term to maturity |  | 2 years |  | 1 year 4 days |
Implied expected term to maturity |  | 1 year 9 months 15 days |  | 11 months 16 days |
Market volatility: |  |  |  |  |
Range of equivalent volatilities |  | 68.00% |  | 99.87% |
Contractual interest rate |  |  |  | 11.00% |
Range of equivalent market risk adjusted interest rates |  | 9.25% |  | 11.00% |
Range of equivalent credit risk adjusted yields |  | 4.24% |  | 3.31% |
Monte Carlo Simulations [Member] | Monaco Notes [Member] | Third Tranche [Member] |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Quoted market price/ underlying price on valuation date | $ 2.50 |  |  | $ 2.50 |
Contractual conversion rate | $ 3.15 |  |  | $ 3.15 |
Contractual term to maturity | 2 years |  |  | 1 year 2 months 1 day |
Implied expected term to maturity | 1 year 9 months 4 days |  |  | 1 year 1 month 2 days |
Market volatility: |  |  |  |  |
Range of equivalent volatilities | 72.20% |  |  | 98.87% |
Range of equivalent market risk adjusted interest rates | 9.25% |  |  | 10.25% |
Range of equivalent credit risk adjusted yields | 4.52% |  |  | 3.39% |
Minimum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | First Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities |  |  | 37.00% | 91.00% | 55.50%
Contractual interest rate |  |  | 8.00% |  | 8.00%
Range of equivalent credit risk adjusted yields |  |  | 3.94% | 3.31% | 3.97%
Minimum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | Second Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities |  | 58.60% |  | 89.50% |
Contractual interest rate |  | 8.00% |  |  |
Range of equivalent credit risk adjusted yields |  | 3.97% |  | 3.31% |
Minimum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | Third Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities | 61.80% |  |  | 87.80% |
Contractual interest rate | 8.00% |  |  | 8.00% |
Range of equivalent credit risk adjusted yields | 4.29% |  |  | 3.31% |
Maximum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | First Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities |  |  | 62.20% | 123.90% | 70.50%
Contractual interest rate |  |  | 11.00% |  | 11.00%
Range of equivalent credit risk adjusted yields |  |  | 4.45% | 4.23% | 4.61%
Maximum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | Second Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities |  | 75.30% |  | 114.90% |
Contractual interest rate |  | 11.00% |  |  |
Range of equivalent credit risk adjusted yields |  | 4.61% |  | 4.23% |
Maximum [Member] | Monte Carlo Simulations [Member] | Monaco Notes [Member] | Third Tranche [Member] |  |  |  |  |
Market volatility: |  |  |  |  |
Range of volatilities | 79.80% |  |  | 110.20% |
Contractual interest rate | 11.00% |  |  | 11.00% |
Range of equivalent credit risk adjusted yields | 4.84% |  |  | 4.23% |

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