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Bash

cat EOF syntax

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$ cat <<EOF > script.sh
#!/usr/bin/env bash
echo \$PWD
echo $PWD
EOF
script.sh content will be: 
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#!/usr/bin/env bash
echo $PWD
echo /home/user

Replace line breaks with \n in bash

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$ sed ':a;N;$!ba;s/\n/\n/g'

Example with a GPG key: 

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$ cat my-pub-key.gpg
-----BEGIN PGP PUBLIC KEY BLOCK-----
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=4EN5
-----END PGP PUBLIC KEY BLOCK-----

$ gpg --armor --export AE6F6A47ADFDA45C8E091DE592302339E4471572 | sed ':a;N;$!ba;s/\n/\\n/g'
-----BEGIN PGP PUBLIC KEY BLOCK-----\n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\nWeKoJDwBAPKeat0p8zbLIPDQvmcxsfjJ/GnapH206f+VVO/nZcAP\n=4EN5\n-----END PGP PUBLIC KEY BLOCK-----

To do the opposite (replace the \n string with a real line breaks): 

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$ echo "my\ntext\nis\nhere" | sed 's/\\n/\n/g'
my
text
is
here
Source and details.