Derivative financial instruments fair value assumptions contractual conversion rate.

No definition available.

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- Definition

Derivative financial instruments fair value assumptions contractual interest rate.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

+ References

No definition available.

+ Details

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- Definition

Derivative financial instruments fair value contractual term to maturity.

+ References

No definition available.

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- Definition

Fair value assumption volatility range.

+ References

No definition available.

+ Details

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- Definition

Fair value assumptions quoted price.

+ References

No definition available.

+ Details

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- Definition

Contractual interest rate for funds borrowed, under the debt agreement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

-Subparagraph (SX 210.5-02.22(a)(1))

-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

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- Definition

Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ 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 (e)

-URI http://asc.fasb.org/extlink&oid=36462937&loc=d3e19207-110258

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- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

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- Definition

Weighted average expected volatility of stock price.

+ References

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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%