So where did Spencer Perceval die?

Ellee Seymour: Has anyone died in the Houses of Parliament? highlights a recent poll of "ludicrous laws", in which participants voted as number one the law that "It is illegal to die in the Houses of Parliament". As some commenters on her blog have already pointed out, this raises the question as to where our only assassinated Prime Minister, Spencer Perceval, legally died? Presumably as he was a former Solicitor General and Attorney General he would have known the answer himself.

The full list of laws is at BBC News: UK chooses 'most ludicrous laws', and I note with amusement one of the ludicrous foreign laws: "In France, it is illegal to name a pig Napoleon". Now is this a reaction to Animal Farm or does it predate the book? (In the French translation, Napoleon is called "César".)