The newest member of Sweden's royal family was born to the princess and Chris O'Neill in New York on Thursday, February 20th at 10.41pm local time (4.41am CET), Chancellor of the Realm Svante Lindquvist said in a statement.
The baby was born at New York Presbyterian Weill Cornell Medical Center, and O'Neill was at the hospital during the entire delivery.
"Everything went well. The mother and child are doing well," Royal Court spokeswoman Annika Sönnerberg told the TT news agency.
The king and queen, who are in Stockholm, have been told of the birth of their second grandchild.
"Victoria has also been informed. But exactly what the royal family plans to do, whether they will travel to the US or not, remains unclear," said Sönnerberg.
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Prime Minister Fredrik Reinfeldt also issued a statement through his press secretary welcoming the newest member of the royal family.
"My warmest congratulations to Princess Madeleine and Chris O'Neill, who today became parents of a little girl. It's a big day for the Royal Court and for the new parents," Reinfeldt said.
She became engaged to O'Neill in the autumn of 2012. The two were married in Stockholm on June 8th, 2013.
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In September, the couple announced they were expecting a child in late February 2014.
As the couple's primary residence is in New York, there was speculation early on in the pregnancy as to where the child would be born. The Royal Court put an end to the guessing in January when it announced the couple planned to have the child in New York.
Royal expert Roger Lundgren does not expect the hype to be quite as intense for Madeleine's daughter as it was when Crown Princess Victoria gave birth to Estelle.
"Because Estelle has a prominent place in the line of succession and will in all likelihood be queen someday, that's obviously much, much bigger," he told TT.
"Right now we don't even know what title or position (Madeleine's daughter) will have in the royal family."
The rules of succession state that a king or queen in Sweden must be a descendant of Jean Baptiste Bernadotte, be raised in the kingdom, be Protestant, and cannot marry without the king's and the Swedish government's approval.
O'Neill, who was born in London, maintained his US citizenship following his marriage to Princess Madeleine. If their child only takes US citizenship, she cannot be included in the line of succession.
Their child would also be barred from ascending to the Swedish throne if she doesn't grow up in Sweden or if she is raised Catholic, the religion of her father.
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