Welcome to our ALL SPAIN Message Board, Di Kitchy!!!! Sounds like a GREAT plan for Madrid. Who wouldn't love lounging and having breakfast on the terrace/balcony?!! I don't personally know of any which do, but I'd imagine they'd be top-of-the-line rentals so not sure they'd fall into your budget. If you DO find something like that, won't you let us know so we can spread the word?! Thanks and good luck!

Saludos, MadridMan