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Sequence diagrams show some extra notation for creating and deleting participants.
To create a participant, draw the message arrow directly into the participant box.
A message name is optional if using a constructor, typically marked with new.
Deletion of a participant is indicated by big X.
A message arrow going into the X indicates one participant explicitly deleting another.
An X at the end of a lifeline shows a participant deleting itself.
In a garbage-collected environment, program does not delete objects directly, but it's still worth using the X to indicate when an object is no longer needed.
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