F. Marion Crawford 
In the Palace of the King [EPUB ebook] 

Two young girls sat in a high though very narrow room of the old Moorish palace to which King Philip the Second had brought his court when he finally made Madrid his capital. It was in the month of November, in the afternoon, and the light was cold and grey, for the two tall windows looked due north, and a fine rain had been falling all the morning. The stones in the court were drying now, in patches, but the sky was like a smooth vault of cast lead, closing over the city that lay to the northward, dark, wet and still, as if its life had shrunk down under ground, away from the bitter air and the penetrating damp.