Last night (April 24) on 'The Late Show with David Letterman,' Steve Martin opened up about the daughter he welcomed with wife Anne Stringfield two months ago.

But if you were looking for squishy platitudes about fatherhood, you came to the wrong place.

"It's going great because I have a wonderful wife and mother," Martin said of being a first-time dad. When the audience laughed, he responded, "I'm paying her a compliment -- everything is funny when I try to be serious!"

The private lives of Martin, 67, and Stringfield, 41, have flown largely under the radar since their wedding in 2007. When Dave asked about their child's name (which hasn't publicly been revealed), the comedian said he'd given it a lot of thought and eventually settled on a keeper: Conquistador.

"What do you think?" he asked, adding, "I didn't want to go with one of those Hollywood ... you know they come up with the weird names."

"Conquistador says ... it's a statement," he asserted. (Hey, it's still better than Apple.)

On the professional front, the Grammy-winning Martin also plugged his new album with Edie Brickell, 'Love Has Come For You,' which was released Apr. 23.

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