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.

+ Details

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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 (bbb)
-URI http://asc.fasb.org/extlink&oid=66048111&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	Mar. 08, 2016	Dec. 31, 2015	Dec. 01, 2014	Oct. 01, 2014	Aug. 14, 2014	Dec. 31, 2016	Dec. 31, 2013
Derivative [Line Items]
Underlying price on valuation date		$ 2.50	$ 2.50	$ 2.50	$ 2.50	$ 1.25	$ 2.50
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date	$ 1.25	2.50			2.50
Contractual conversion rate	$ 3.15	$ 3.15			$ 3.15
Contractual term to maturity	1 year 9 months 25 days	2 years			2 years
Implied expected term to maturity	1 year 2 months 27 days	1 year 9 months 25 days			1 year 10 months 6 days
Market volatility:
Range of equivalent volatilities	120.10%	98.10%			51.20%
Contractual interest rate	11.00%	11.00%
Range of equivalent market risk adjusted interest rates	11.60%	11.00%			9.50%
Range of equivalent credit risk adjusted yields	4.13%	3.76%			4.15%
Range of equivalent credit risk adjusted yields	4.13%	3.76%			4.15%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date	$ 1.25	$ 2.50		2.50
Contractual conversion rate	$ 3.15	$ 3.15		$ 3.15
Contractual term to maturity	1 year 9 months 25 days	2 years		2 years
Implied expected term to maturity	1 year 2 months 27 days	1 year 2 months 27 days		1 year 9 months 14 days
Market volatility:
Range of equivalent volatilities	120.10%	98.10%		68.00%
Contractual interest rate	11.00%	11.00%
Range of equivalent market risk adjusted interest rates	11.60%	11.00%		9.25%
Range of equivalent credit risk adjusted yields	4.13%	3.76%		4.24%
Range of equivalent credit risk adjusted yields	4.13%	3.76%		4.24%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date	$ 1.25	$ 2.50	2.50
Contractual conversion rate	$ 3.15	$ 3.15	$ 3.15
Contractual term to maturity	1 year 9 months 25 days	2 years	2 years
Implied expected term to maturity	1 year 2 months 27 days	1 year 9 months 25 days	1 year 9 months 3 days
Market volatility:
Range of equivalent volatilities	120.10%	98.10%	72.20%
Contractual interest rate	11.00%	11.00%
Range of equivalent market risk adjusted interest rates	11.60%	11.00%	9.25%
Range of equivalent credit risk adjusted yields	4.13%	3.76%	4.52%
Range of equivalent credit risk adjusted yields	4.13%	3.76%	4.52%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities	96.00%	85.20%			37.00%
Contractual interest rate					8.00%
Range of equivalent credit risk adjusted yields	3.49%	3.29%			3.94%
Range of equivalent credit risk adjusted yields	3.49%	3.29%			3.94%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities	96.00%	85.20%		58.60%
Contractual interest rate				8.00%
Range of equivalent credit risk adjusted yields	3.49%	3.29%		3.97%
Range of equivalent credit risk adjusted yields	3.49%	3.29%		3.97%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities	96.00%	85.20%	61.80%
Contractual interest rate			8.00%
Range of equivalent credit risk adjusted yields	3.49%	3.29%	4.29%
Range of equivalent credit risk adjusted yields	3.49%	3.29%	4.29%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities	154.00%	109.80%			62.20%
Contractual interest rate					11.00%
Range of equivalent credit risk adjusted yields	5.02%	4.22%			4.45%
Range of equivalent credit risk adjusted yields	5.02%	4.22%			4.45%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities	154.00%	109.80%		75.30%
Contractual interest rate				11.00%
Range of equivalent credit risk adjusted yields	5.02%	4.22%		4.61%
Range of equivalent credit risk adjusted yields	5.02%	4.22%		4.61%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities	154.00%	109.80%	79.80%
Contractual interest rate			11.00%
Range of equivalent credit risk adjusted yields	5.02%	4.22%	4.84%
Range of equivalent credit risk adjusted yields	5.02%	4.22%	4.84%