COPENHAGEN, Denmark -- Sweden's Royal Palace says Princess Madeleine and her American husband, banker Christopher O'Neill, have decided that their first child should be born in New York City.

The palace said Saturday the couple had decided to do so after "careful consideration" and consulting with her parents, King Carl XVI Gustaf and Queen Silvia. The baby is expected in late February.

Madeleine and O'Neill wed in June in Stockholm.

The younger sister of Crown Princess Victoria, Madeleine is fourth in line to the Swedish throne.

Sweden has a constitutional monarchy in which the royals primarily serve as figureheads. King Carl XVI Gustaf is the country's head of state, but his powers are limited to ceremonial duties.