Not completely true. Windows applications are free to open files in a manner that specifies that deleting is allowed. It is just a matter of which FILE_SHARE_* constants are specified. I find it unfortunate that the Unix-like interfaces for opening files on Windows specify that renaming and deleting is not to be allowed. I'd prefer that Unix-like calls result in more-Unix-like behavior.
Win32API::File documents the FILE_SHARE_* constants and allows one to make use of them from Perl. Sadly, I neglected to mention in those documents that FILE_SHARE_DELETE also allows the file to be renamed while it is still open.
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