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For example I have a utility Class which contains a few constants (GCMConstants), this class is used in one method in the application. However as it is not a member of the Class it should not be modeled via an association link. Should I continue as is and not include a link or should I include one?

I've checked my UML books but none of them seem to cover stuff like this.

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It sounds like the class should be a private inner class of the class that uses it. As such it is an implementation detail. Depending on what level of detail your overall diagram is, I would leave it out of the bigger picture.

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