Abbot, Archbishop, 109.
  Academies (literary contests), 200, 301.
  Admiral of Castile (Duke of Medina de Rio Seco), 163, 167.
  Aguila, Marquis del, 300.
  Ahumada, Father, 373.
  Alamos, Don Baltasar de, 237.
  Albert, Cardinal, Archduke, 21, 286.
  Aliaga, confessor of Philip III., 45.
  Alumbrados, the blasphemous sect so called, 271.
  Amegial, battle of, 494, 495.
  Anna of Austria, Queen of France, 155, 334, 335, 377, 464, 465, 482.
  Aragonese Cortes, 141, 159, 162-170, 228, 254-259, 287, 296, 397.
  Archy Armstrong in Spain, 100, 120.
  Arcos, Duke of, 342.
  Arnet, murderer of Ascham, 433.
  Arundel, Philip, Earl of, 196.
  Ascham, Anthony, Cromwell's envoy to Spain, 429; his mission, 431;
      his murder in Madrid, 431-437.
  Astillano, Prince of, 460.
  Aston, Sir Walter, 77, 81, 106, 124, 292, 293, 295, 311, 312,
      313, 317, 322.
  Atillano, "the poet," 301.
  Auto-de-fé, an, 150, 259.
  Avendaño, an actor, 231.
  Aytona, Marquis of, 218, 229, 391, 510.



  B

  Balbeses, Marquis of (Spinola), 341.
  Ballard, an English priest in Madrid, 102.
  Baltasar, Carlos, Prince, 210, 225, 241, 244, 246, 250, 253, 257,
      276, 282, 284, 285, 353, 367, 387, 397; his betrothal, 399.
  Barbastro, Cortes at, 164.
  Barcelona, 167 et seq., 255-259, 297, 337-342.
  Bejar, Duke of, 253, 342, 461.
  Borgia, Cardinal, 253, 343, 458.
  Borja, Melchior, 371.
  Braganza, Duke of, 286, 334; proclaimed King of Portugal, 345, 423.
  Breitenfeld, battle of, 247.
  Bristol, Earl of, Sir John Digby, 67, 68, 72, 73, 76, 77, 81, 97,
      98, 100, 106, 123, 124.
  Buckingham, Duke of, in Madrid, 67 et seq.; meets Philip, 81-85;
      the state entry, 86-92, 95, 96, 105; quarrels with
      Olivares, 106, 113-120; leaves Spain, 121-123, 125; his
      assassination, 216.
  Buckingham, Duke of, his letters to King James, 79, 83, 92, 93,
      105, 107, 111, 114.
  Buen Retiro, palace of, 201, 238, 273, 280, 281, 284, 300,
      301, 311, 316-319, 330, 342, 388, 392, 455, 489.
  Burgos, Archbishop of, 39.
  Burke, Marquis of Mayo, 216.



  C

  Calderon, 147.
  Calderon, Marquis de Siete Iglesias, 31, 44.
  Caracena, Count, defeated in Portugal, 504.
  Cardenas, Alonso de, 423, 424, 425-429.
  Cardona, Duke of, 167, 257, 287, 342.
  Carducho, V., 194.
  Carignano, Princess of, her reception in Madrid, 311, 316-319, 329.
  Carlos, Infante, 44, 62, 65, 66, 90, 99, 123, 138, 163, 167, 174-186,
      241, 246, 247, 255, 256, 259; his death, 260.
  Carlos, Prince, son of Philip IV., 492, 500, 511.
  Carpio, Marquis of, 65, 66, 99, 167, 229, 352, 366, 371, 394.
  Carrion, the nun of, 122; her impostures, 308.
  Castel Rodrigo, Marquis of, 163, 319.
  Castrillo, Count of, 364, 488, 510.
  Catalan Cortes. See Aragonese.
  Catalonia, disaffection and war in, 336-342, 357, 365, 388, 391, 392.
  Cea, Duke of, 91.
  Chambers, Laurence, 432.
  Charles, Prince of Wales, 37; the Spanish match, 51, 52;
      arrives in Madrid, 67 et seq.; he sees the Infanta, 77;
      meets Philip, 81-83; his state entry to Madrid, 87 et seq.;
      in love with the Infanta, 93; attempts to convert him, 94, 95;
      his pastimes in Madrid, 96; his visits to the Infanta, 97;
      his indiscretion, 100; negotiations, 104-110; disillusioned,
      119; departs from Spain, 121, 195, 196.
  Charles I., King of England, 216, 217-225, 243, 266, 274,
      282, 288, 290-295, 313, 315, 321, 322, 323; his execution, 424.
  Charles I., his painter in Madrid, 282 n.
  Charles II. of England, birth of, 224, 426, 487, 495.
  Chevreuse, Duchess of, in Madrid, 317.
  Cinq Mars, 364.
  Coloma, Carlos, Spanish ambassador in England, 218.
  Condé, Prince of, 378, 462, 463, 466.
  Cottington, Sir Francis, 67, 74, 76, 81, 106, 107, 117, 217,
      218, 219, 220, 221, 222-225, 268, 275, 282, 295, 426, 432.
  Corral de la Cruz. See Theatres.
  Corral de la Pacheca. See Theatres.
  Crofts, Courier, 112.
  Cromwell, his relations with Spain, 423-437.



  D

  Don Juan of Austria, son of Charles V., 59.
  Don Juan Jose of Austria, son of Philip IV., 207, 285, 353,
      387, 403, 405, 418, 452, 463, 464, 467, 474, 486, 487, 494,
      495, 504, 506, 510.
  Downs, the capture of the Spanish fleet in, 324.
  Dunkirk captured, 463.



  E

  English courtiers, their behaviour at Philip's christening, 6.
  English embassy at Philip's baptism, 1-10.
  Eraso, Don Francisco, 237.
  Escovedo, 59.
  Execution of the Hijar conspirators, 407-411.



  F

  Fadrique de Toledo, 156, 279 n.
  Fanshawe, Lady, in Madrid, 498 et seq.; her opinion of Spaniards,
      501; her account of Philip's lying in state, 512.
  Fanshawe, Sir Richard, 314; his mission to Spain, 495-497; his
      state entry, 498; his failure, 504.
  Fashions, change of, in Spain after the marriage of Maria
      Teresa, 486.
  Felton assassinates Buckingham, 216.
  Feria, Duke of, 155.
  Fernando, Infante, 44, 90, 174-186, 241, 246, 247, 255, 256,
      259; goes to Flanders, 260, 281, 288, 293, 299, 303, 310,
      315, 331; dies, 377.
  Festivities in Madrid, 60-66, 86-92, 101, 118, 145, 150, 209,
      210, 225, 231-235, 273, 301, 307, 310, 312, 316-319, 451,
      456-46l, 469, 472.
  Fischer, Ascham's secretary, 432-437.
  Field sports in Spain, 211-213.
  Flanders and Spain, 21, 156, 176, 246, 247.
  Flores d'Avila, Marquis of, 64.
  Fonseca, Dr., patron of Velazquez, 197-199.
  Francisco Fernando of Austria, Philip's natural son, 236-238.
  Frederick the Palatine, 70, 116, 216, 217-225, 266.
  Frias, Duke of, Grand Constable of Castile, 5, 354, 461.
  Fuenterrabia, 335, 480.



  G

  Garcia Fray, punished by the Inquisition, 272.
  Golilla, the, 138, 144, 447, 486.
  Gomez Davila's way with the Moriscos, 23.
  Gondomar, Count, Spanish ambassador in England, 68, 73,
      74, 76, 81, 102, 123, 125.
  Gongora, his sonnet on the English embassy, 4.
  Grammont, Marshal, his mission to Madrid, 471.
  Granada, Archbishop of, Philip's tutor, remonstrates with
      Olivares, 53.
  Guevara, Anna de, 367.
  Gustavus Adolphus, 245, 247, 249.
  Guzman, Enrique Felipe, Olivares' son, 268, 352, 354.
  Guzman, the house of. See Olivares.



  H

  Halsey, Major, murderer of Ascham, 433 et seq.
  Haro, Count of (a child), 457.
  Haro, Don Luis de, 352, 369, 371, 379, 394, 401, 406, 411, 420,
      448, 451, 457, 459, 464, 466-485; death of, 487-490.
  Hay, Earl of Carlisle, 103, 216, 217.
  Heliche, Marquis of, 163, 167, 229.
  Heliche, Marquis of (2), 450, 451, 469, 489, 510.
  Henrietta Maria, Queen, 295.
  Henry IV. of France, 24, 29.
  Herrera, Don Juan, 300, 328.
  Hijar, Duke of, 327; his conspiracy, 407 et seq.
  Hinojosa, Marquis of, Spanish ambassador in England, 115, 117, 501.
  Hopton, Sir Arthur, 219, 242, 243, 244, 249, 250, 252, 260, 263,
      268, 273, 275, 276, 277-279, 280, 282, 287, 288, 290, 291,
      292-295, 312, 314, 321, 322, 423.
  Howard, Lord Admiral, Earl of Nottingham, in Spain, 3.
  Howel, his account of the visit of Charles Stuart to Madrid.
      See Charles, Prince of Wales.
  Humanes, Count of, 237, 288, 292.



  I

  Idiaquez, Minister of Philip II., 25.
  Infanta Isabel, 21, 156, 176, 246, 260.
  Infantado, Duke of, 38, 39, 133, 139.
  Irish intrigues in Madrid, 216, 312.
  Isabel of Bourbon, Philip's first wife, 30, 31, 55-58, 60, 61, 65,
      77, 91, 97, 120, 121, 144, 145, 147, 173, 183, 212, 220, 229,
      230, 231-235, 259, 283-326, 353, 360, 361; leads the
      enemies of Olivares, 367; illness and death of, 392-395.
  Isasi Ydiaquez, Don Juan, 236.
  Isle of Pheasants, conferences and meetings on, 467, 470, 473, 481.



  J

  Jamaica seized by England, 439.
  James I. of England, 29, 36, 68, 69, 70, 71, 72, 84, 85, 95, 101,
      105, 114, 115, 116, 119, 120, 124.
  James I., his letters to "Baby" and "Steenie," 84, 101, 104,
      108, 112, 116.
  James, Duke of York, 463.
  John Frederick of Saxony, 289.



  L

  Lede, Marquis of, goes to England, 438.
  Leganes, Marquis of, 194, 229, 281, 364, 365.
  Lerida, Cortes at, 163.
  Lerma, Duke of, 1, 9, 11, 17, 19, 30, 31, 32, 33, 37, 38, 39, 43,
      46, 68, 69.
  Liars' Walk, 54, 76, 146, 147, 196, 299, 327, 371, 439.
  Lindsay, Lord, 216.
  Linhares, Count, 325, 326.
  Lionne's mission to France, 465-467.
  Lope de Vega, 59, 147, 196, 240, 241.
  Los Velez, Marquis of, 335, 343.
  Louis XIII., 30, 252, 360,