Quarterly report pursuant to Section 13 or 15(d)

Derivative liability for Monte Carlo Simulations (Detail)

v3.2.0.727
Derivative liability for Monte Carlo Simulations (Detail) - Derivative Liability - $ / shares
1 Months Ended
Mar. 15, 2015
Jun. 30, 2015
Derivative [Line Items]    
Stated interest rate 8.00% 8.00%
Exercise price per share $ 0.20 $ 0.20
Expected volatility 90.00% 70.00%
Risk-free interest rate 0.24% 0.18%
Credit adjusted discount rate 20.00% 19.00%
Remaining expected term of underlying securities (years) 1 year 9 months