Stock-based Compensation Plans and Awards - Schedule of assumptions used for estimating the per-share fair value of stock options (Details) - Black-Scholes option pricing model - Stock options |
11 Months Ended | 12 Months Ended | |
|---|---|---|---|
Dec. 31, 2013 |
Dec. 31, 2015 |
Dec. 31, 2014 |
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| Assumptions used to calculate per-share fair value of stock option at the date of grant | |||
| Expected life (in years) | 6 years 28 days | 6 years 28 days | |
| Risk-free interest rate, minimum (as a percent) | 1.00% | 1.75% | 1.71% |
| Risk-free interest rate, maximum (as a percent) | 2.04% | 1.92% | 1.93% |
| Expected volatility, minimum (as a percent) | 58.00% | 49.00% | 58.00% |
| Expected volatility, maximum | 59.00% | 50.00% | 59.00% |
| Expected dividend yield | 0.00% | 0.00% | 0.00% |
| Minimum | |||
| Assumptions used to calculate per-share fair value of stock option at the date of grant | |||
| Expected life (in years) | 5 years 11 months 27 days | ||
| Maximum | |||
| Assumptions used to calculate per-share fair value of stock option at the date of grant | |||
| Expected life (in years) | 6 years 3 months 26 days | ||
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- References No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. No definition available.
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. No definition available.
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- Definition Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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