> Maybe you can't find the grep method in String, because it hasn't such a 
method?

Ruby 1.8.7 has that method.

$ ruby -v
ruby 1.8.7 (2009-06-12 patchlevel 174) [x86_64-linux]
$ ruby -e 'puts String.new.respond_to?(:grep)'
true

> ri grep
>     More than one method matched your request.  You can refine your
>     search by asking for information on one of:

This will help. It's not as convenient as automatically checking the 
docs for parent classes, but it is at least an easier way of figuring 
out where inherited methods come from.

> So, at least in 1.9, it seems that what Nick asks for does happen

Interesting. Yeah, I'm working with 1.8.7. I guess that's just one more 
reason to upgrade to 1.9! Now if only I can convince my hosting 
providers to do so...
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