Behind palace doors, Denmark’s Princess Mary has been using the names of her twins for months, but the secret will finally be revealed as the babies are christened on Thursday.

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The twins – a boy and girl – are the third and fourth children for Hobart-born Mary and Crown Prince Frederik and are siblings for Prince Christian, five, and Princess Isabella, who turns four next week.

The naming of the twins, who were born on January 8, has been kept under wraps until the christening – typically some three months after birth – following Danish royal tradition.

Like their father and grandmother – Queen Margrethe – the twins will be christened at Holmen’s Church in central Copenhagen using a silver baptismal font dating back to the 1600s and used to christen all Danish royal children since 1671.

Members of Mary’s family, including her father, John Donaldson, and one of her sisters, Patricia Bailey, are understood to be travelling to Denmark and joining some 300 guests at the christening.

Earlier this month, Mr Donaldson told The Hobart Mercury newspaper that his twin grandchildren were so tiny when they were born that he could hold them in the palm of his hand, but they had grown quickly.

“Nobody knows the names except Mum and Dad until the day of the christening, it’s a tradition in Denmark,” he said.

The names have been the topic of widespread debate in Denmark, where the royal family is much revered.

Some camps believe the babies will receive names in keeping with Danish royal heritage.

Others think it possible that Princess Mary will honour members of her Tasmanian family, including her mother, Henrietta “Etta” Clark Donaldson, who died in 1997 before her daughter met Frederik.

Danish royal-watchers have drawn up a list of likely names for the youngsters, which includes Sophie, Caroline and Alexandrine for the girl, and Magnus, Erik and Christoffer for the boy.

Following Thursday’s 3.30pm (11.30pm AEST) christening, guests will travel by boat to a palace reception. Later, family and friends will attend a dinner at Frederik and Mary’s home, Danish newspaper Jyllands-Posten reported this week.