Undocumented Feature
A feature which exists, but is not in the documentation. Possible reasons for this include:
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Feature came out after documentation was written
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A developer got overly fancy late one night
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The feature has not been tested at time of release deadline
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Backward or cross-vendor compatibility. Sometimes vendors want to make stuff portable from the other system, but don't wish to promote competitor's features or API's.
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Feature was never designed at all; the system behaves a certain way neither required nor forbidden by the specification, and a user finds it handy
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Bug gets good marketing