Here's more about a person that my grandmother says is one of my ancestors, Ove Gjedde.

Ove Gjedde, an admiral in the Danish Navy, then negotiated a treaty on behalf of the Danish king Christian IV with the Thanjavur king, Vijaya Raghunatha Nayak. He acquired a 10-mile by three-mile-strip of the fishing village from the maharajah for a rent of Rs. 3,111 per annum, renamed it Tranquebar, and in 1622, built the Dansborg Fort. It was from where the Danish East India Company traded in spices, silks and other textiles until 1845, when it transferred the place to the British for a sum of £10,000.

http://www.hinduonnet.com/mag/2005/09/25/stories/2005092500120200.htm

The treaty between Denmark and the King of Tanjavour at the assignment of Tranquebar in the year 1620.

We Raqanato Naike, by Gods grace King of Tanjour and all the surrounding territories, hereby announce and make known to Ourself, and to our succeeding Raqnats and Kings of Tanjour, and to all others, how His Most Screne Highness, Prince and Majesty, our beloved friend and ally, Christian IV, by Gods grace King of Denmark and Norway, etc., has gracefully despatched his ambassador, the noble and esteemed gentleman Ove Gjedde of Tommerup, to these Indian territories, and the said Gjedde has arrived safely here, and on behalf of His Majesty has advanced a request for lasting peace and a lasting alliance between His Majesty the King of Denmark and Ourself, which mentioned peace and alliance can be of advantage of both of us and to our subjects and territories, and so we have approved of this kind and liberal offer, we have consequently and after due deliberation and reflection contracted and concluded and signed the following articles with him, and moreover we hereby contract and conclude:

N.K.Ravi.

http://nkravi.sulekha.com/blog/post/2008/07/my-visit-to-tranquebar-danish-colony-in-tamilnadu.htm

http://www.roskildehistorie.dk/stamtavler/adel/Gjedde/Gedde.htm

http://www.american-pictures.com/genealogy/persons/per10369.htm#0

http://www.american-pictures.com/genealogy/persons/index-T-first.htm