When two siblings marry another set of siblings, the children of the two couples are called double cousins because both maternal and paternal grandparents are shared by the cousins. Regular first cousins only share one set of grandparents.
Double cousins share twice the DNA of regular first cousins. They have the same DNA makeup as half-siblings.
If identical twins marry another set of identical twins, the double cousins resulting are genetically the same as full siblings. If identical twins marry a pair of non-twin siblings, their children's degree of relatedness falls in between half-siblings and full siblings. The children of double cousins are called double second cousins.