Daily entries from the 17th century London diary
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For Old Palace Yard references in the diary see those for New Palace Yard. It appears that Pepys generally referred simply to Palace Yard which could refer to either. Old Palace yard was linked to New Palace Yard by St Margaret Street. It was an open area and the Royal Entrance and the Peers entrance to the House of Lords were on the east side, with the east end of Westminster Abbey (the Henry VII Chapel) on the west side. Old Palace Yard was where Sir Walter Raleigh was executed.
The Old Palace Yard in the upper-center of this segment of the Rocque map.
http://www.motco.com/Map/81002/SeriesSearchPlatesFullb.asp?mode=query&artist=384&other=385&x=11&y=11
For the New Palace Yard move north.
The Old Palace Yard
http://en.wikipedia.org/wiki/Old_Palace_Yard