Daily entries from the 17th century London diary
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Charles, Duke of Cambridge, born 22nd October 1660; died 5th May 1661. he was the first of eight children by Anne Hyde.
Warrington adds: the legitimacy of the infant might have been questionable.
In 1661 Charles, infant son of James, duke of York, afterwards King James II., was designated as marquess and duke of Cambridge, but the child died before the necessary formalities were completed. http://encyclopedia.jrank.org/CAL_CAR/CAMBRIDGE_EARLS_AND_DUKES_OF.html