According to her Wikipedia article, she was born in India to Danish parents and had made her way to Paris, via Kolkata and London, where she was a courtesan. She was mistress to Charles-Maurice de Talleyrand-Périgord, marrying him in 1802 due to Napoléon's pressure on him.

1783 Catherine Noele Grand (née Worlée), Later Madame Talleyrand-Périgord, Princesse de Bénévent by Élisabeth Louise Vigée Lebrun (Metropolitan Museum of Art - New York City, New York, USA)
