Before married to Bilbo Baggins Violet reveals she is pregnant to all of Erebor. He is first mentioned in An Erebor Wedding where Violet publicly announces she is pregnant with hers and Bilbo's child, nearly two weeks before the marriage was complete. Usually, Violet's guard is always at her door, even when she is out. When he does not hear her, he goes to her door, asking for her.
Frodo was born in Erebor to Violet Greenhill and Bilbo Baggins.