Fernando of Bavaria was indeed the son and granson of Spanish Infantas and he was born in Madrid. But it did not make him a Spaniard or a Spanish Prince. That concept does not exist in Spain.
I know that the husbands of Infanta Maria de las Mercedes and Infanta Maria Teresa (the daughters of King Alfonso XII) were created into Infantes of Spain by grace. But given that Prince Carlo of Bourbon-Two Sicilies was a patrilineal descendant of King Felipe V, was he already technically a Spanish prince by birth -- even though he wasn't an Infante of Spain by right?
As for Prince Ferdinand of Bavaria: consider how both his mother and paternal grandmother were born Infantas of Spain. But although his Spanish royal ancestry was not strictly patrilineal, Spain honors a person's maternal heritage (consider the practice of a child adopting both his father's and mother's surnames). Did that make him born a Spanish prince, and legally a Bourbon as well -- even though, like his Italian kinsman, he was not an Infante of Spain by right?
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