Roger Federer's Wife Mirka has second set of twins Leo and Lenny

Roger and Mirka met both representing Switzerland in the Sydney Olympics, and married in April 2009. They had their twin girls Myla and Charlene Federer on the 23rd July the same year.

Earlier today Federer pulled out of the Madrid Masters tournament to be with his wife issuing the statement:

I’ve decided to withdraw from Madrid to be with my wife Mirka during these next few exciting weeks for our family. I apologize to my fans and hope to be back in Madrid next year. I’ll be training near my home, and am excited to rejoin the Tour soon!

Federer had recently said he would be willing to miss any tournament, including Roland Garros, to be by his wife's side for the birth.

Source 1 & 2

Women's and Men's doubles teams.