She is Katniss Everdeen and Peeta Mellark's daughter. She has a younger brother. She has long dark hair like Katniss, and blue eyes like Peeta. According to Katniss, their daughter has learned about the Hunger Games in school and has an idea that her parents played an important role in them. It is also mentioned that she likes to dance in the meadow.
In Catching Fire, Peeta lied about Katniss being pregnant to try to protect her from the Games. Katniss said that she miscarried due to an electric shock in the arena. However, 15 years after the events of Mockingjay, Katniss became pregnant legitimately. Katniss describes terrible fear at the feeling of her daughter moving inside her during her pregnancy. The only medicine to heal this fear was finally holding her baby in her arms. At first, Katniss did not want children at all, but Peeta pined for them and she gave in. It is shown in the epilogue that Katniss truly loves her children, and loves how ignorant they are towards the games. However, she is remorseful, knowing that someday she will need to tell her children about their parents' role in the Games and the rebellion. She already knows that they had a role in the Games, but one day, Katniss knows she will have to tell her more.
~Suzanne Collins mentioned on twitter that Katniss and Peeta named their kids Willow and Rye.