the Julian calendar), in New York City; three months later the family moved to Rye, New York. His father Peter Jay had retired from business following a smallpox epidemic; two of his children contracted the disease and suffered total blindness.

The Jays, a prominent merchant family in New York City, were descendants of Huguenots who had sought refuge in New York to escape religious persecution in France. In 1685, the Edict of Nantes