The Swans won 2-0 at Stamford Bridge in the first leg before holding out for a 0-0 draw at the Liberty Stadium tonight and Laudrup was jubilant after such a performance against the reigning European champions.
"Over two legs we just beat the European champions from last season, not conceding even one goal. I think it is absolutely fantastic," the Dane said.
"It was a game that I expected. There were moments when we had possession and moments when they had it. There were moments when we had to defend deep because of their quality and moments of counter attacking.
"But actually I think we came very well into the game and had the first two chances. Wayne Routledge had the first one and the second was quite a big chance for Michu but Petr Cech is a very good goalkeeper so he saved that one.
"It was very nice and that gave me the confidence and belief that we were on the right track because we started so well.
"We can say that this final is between the small fairytale and the huge fairytale. If our position and place in the final is a small fairytale what can you say about Bradford?"