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On the initial starting page for Strategy Designer, we can delete a new pricing strategy via trash can iconDelete button:
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There will be a confirmation panel when a strategy deletion takes place:
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Additionally, we have the ability to delete any of the individual components that comprise our pricing strategy by dragging them to the trash can in the lower right corner:
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NOTE: For any components that are deleted by being dragged into the trash can, then we can undelete them using the Ctrl-Z combination.