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I want to create a file named ./https://www.example.com, but the following doesn't work:

[ ~]$ URL="https://www.example.com"
[ ~]$ echo "Hello!" >"$URL"
bash: https://www.example.com: No such file or directory

How can I tell bash I want a filename with slashes in it, and that I'm not trying to look into a different (nonexistent) directory?

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    You can't. The slash is one of only two characters that are not allowed in Unix file names. (The other is NUL.). – John1024 Apr 2 '15 at 1:44
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    I just tried it on Ubuntu 12.04 and that allows for back-slashes in file names... So the real question is why one would want a file with a name that is a URL, and if that reason is trivial, one could easily substitute the forward slashes with backslashes... – Louis Parkin Apr 2 '15 at 14:06
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This doesn't make URL a file, it makes it a variable (via assignment):

$ URL="https://www.example.com"

http://tldp.org/LDP/abs/html/varassignment.html

Can you explain more about what you're trying to do?

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    Yes, $URL is a variable. When you execute command [args] >filedescriptor, filedescriptor is taken as the name of the file. E.g. echo hello, world! > hello.txt will create a file with the name hello.txt and put "hello,world!" in it. In this case, I wanted a file whose name was https://www.example.com. However, as @John1024 points out, this is not possible because "/" is not a valid character in a filename. – nullUser Apr 6 '15 at 23:03
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I think you're going to remap certain special characters, because '/' just can't be in a valid POSIX filename.

Try this:

FILENAME="$(echo "$URL" | tr '//:?+' '_')"
echo "Hello!" >"$FILENAME"

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