The Grand Duke of Luxemburg, is part of the Rulling Elite of the Kingdom of The Netherlands.
Its relatively complicated to explain, what you have to remember, is that almost all Royalty in Europe is related to each other. The German House of Nassau is generally considered as the family that now resides over Luxemburg.
Luxemburg grew out of the collapse of the French who retreated from Prussia...at this point in time, there wasnt a unified Europe in the countries we know today, especially not around the North East...these little areas were owned by various members of the same family who had followed different lines. When Napoleonic voids swept across their lands they began a kind of Family reunion, and each redefined who owned what and which constitution belonged to who. Thats the first time Luxemburg became its own little state. The Monarch was not a King, but a line of Dukes from the King of Netherlands family. Yet despite not being a King, he has complete autonomy outside of this aggreed union of progression regarding his Throne. Head of State, but not to be addressed as His Majesty.
Recently, the current Grand Duke got in trouble for refusing to allow euthanasia in his country and His Government basically Constitutionally wrote him out of being required to sign stuff into law
People sometimes argue that even this line is corrupt...because once the Grand Dukes of Luxemburgs lineage began, a Member of the line Called William only had Daughters...according to the law, the succession had to pass through all Males. The closest Male Relative was the result of a Union between Royalty and commoner...this quickly became as bad as being an Illegitamate Union in Europe...many familes have claims to Thrones removed because the marriages involved people in lowly status. They put a Woman on the throne instead of the closest male relative...thus excluding that mans family line...which, according to their rules should have been appointed Grand Duke.
Illegitmate Lines are not to be followed...but I think its dangerous to say that LEGITAMATE marriages between people of different classes produce illegitamate offspring in terms of lineage. Whilst its easy to say the British do not have this problem because Women are allowed to Rule in the absence of a direct male heir...lets not forget that The Glorious Revolution bypassed nearly 100 heirs to the British Throne on account that the new rule, Monarchs cant be Roman Catholics, had just appeared