This unlikely pairing of national sources is the result of the marriage of the Czar of Russia to a Danish princess, and was dedicated to the Czarina. It is a twelve-minute fantasy for flute, oboe, clarinet, and piano. It was composed in 1887, by which time the royal couple had been married for some years.

It is in four brief movements. In the opening part, all the woodwind instruments are given equal parts, participating in dialogues with each other. The second movement features the flute and soloist. The third has the oboe in the spotlight. The final movement is a lively Allegro vivace with solo passages for all the instruments, especially the clarinet.

This caprice became especially popular, so the composer also transcribed it for two pianos.

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