Having only recently reached the Premier League, the Swans are seen as underdogs in most of their domestic games.
But, with their weekend opponents hailing from the fourth tier of English football, they’re being heavily backed by the bookies.
Laudrup is aware that his squad are not used to the amount of pressure they will be under at Wembley, and that they must adapt to avoid missing out on silverware:
“I would think if you go back, it’s very rare to see a major final between a small team in the top flight and a team from the lower leagues,” he is quoted by Sky Sports.
“When teams from lower down get to the final it is normally against Manchester United, Manchester City, Chelsea, Arsenal, Tottenham or Liverpool – like when Birmingham played Arsenal.
“This is different because although we are one of the lower teams, we have to accept we are favourites and we must take the initiative in the game.”
Bradford defeated a number of top tier opponents on their journey the final, including Wigan, Arsenal and Aston Villa, whom they beat over two legs.
Laudrup has warned his players of the quality they possess, and is keen to avoid the fate suffered by the Premier League trio:
“We have seen what they have done to Wigan, Arsenal and especially to Aston Villa over two legs.
“It is fantastic, if you say what we have done is a fairytale, then the fact Bradford are there is a huge fairytale.”