Quarterly report pursuant to Section 13 or 15(d)

Fair Value Considerations - Debt Derivative Liability (Details)

v3.20.2
Fair Value Considerations - Debt Derivative Liability (Details) - Debt derivative liability
Sep. 30, 2020
Y
Term  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 6.75
Coupon rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 0.0950
Discount rate  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 0.1003
Mandatory prepayment rate | Probability of mandatory prepayment before 2024  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 0.050
Mandatory prepayment rate | Probability of mandatory prepayment 2024 or after  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 0.150
Mandatory prepayment rate | Probability of optional prepayment event  
Fair Value Measurement Inputs and Valuation Techniques [Line Items]  
Derivative liability measurement input 0.050