Note 1 — Chapter I

: Studied from scattered documents in Thurloe and from those of Milton's State-Letters for Cromwell that appertain to Sweden and Denmark and the missions of 1657, with help from a very luminous passage in Baillie's Letters (III. 370-371), and with facts and dates from the excellent abridged History forming the Supplement to the Rationarium Temporum of the Jesuit Petavius (edit. 1745, I. 562-564), and from Carlyle's History of Frederick the Great, I. 222-223.