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The baby doesn’t seem like much of a character. He acts as both a marker of time in the novel, and as a source of deep confusion and conflicted emotions.
Let's start with time. Catherine is three months pregnant when she tells Frederic. Wow, we didn’t realize that three months had passed! Since he leaves for the retreat shortly after, we can assume that approximately six months pass between Frederic’s departure for the front, and the end of the novel, when Catherine and the baby die. Let’s test this against other information in the novel.
The retreat began at the end of October 1917. In March 1918, Catherine tells Frederic she’s due in about a month. So they move to be closer to the hospital. They stay at a hotel three weeks. And then Catherine goes into labor. So let’s count it. Yep, November to March plus three weeks is about six months! We have lots of historical facts in the novel that mark time, but we have to look them up (and seriously, who wants to do that?). We’re never even told the year. This makes time seem murky and strange. But everybody knows it takes about nine months to have a baby. The baby is one of the most concrete markers of time in the novel, because it doesn’t depend on information outside the novel to demonstrate the passage of time. What other time issues can you solve using the baby as a marker?
OK, moving on. Who else thought it was a little strange the way Catherine and Frederic talk about the baby before it’s born? It’s natural that they imagine what the baby will be like if it’s a boy, and then later imagine what it will be like if it’s a girl. But these two take it to extremes, which makes us suspect that it's important.
After Catherine first tells Frederic she’s pregnant they talk about the baby as a boy, and they speculate the war will still be going on when he’s old enough to join the military. During Frederic’s dream sequence during the retreat, he says he’s sorry that "he," meaning the baby, makes her so uncomfortable. When he and Catherine are living in Switzerland they suddenly start calling the baby, "young Catherine." When the nurse asks Frederic if he’s proud of his son, he says he’s not. He’s pissed at the poor dead kid because he thinks it tried to kill Catherine. He says they did not want a son. It makes sense that they wouldn’t want a boy when they think the war will last forever. They don’t want their son to have to go through what they are going through. For more on what Frederic’s reaction to the baby says about him, go to his "Character Analysis."