The Dane guided the Welsh club to their first major silverware with a 5-0 Capital One Cup final victory over Bradford at Wembley on Sunday.
Laudrup's success at the Liberty Stadium has increased speculation linking him with some of Europe's top clubs.
Real Madrid, Chelsea and Manchester City have been among those touted as possible destinations for Laudrup, whose current deal at the Liberty Stadium runs to the summer of 2014, but Jenkins has no concerns he will lose the 48-year-old this summer.
Jenkins said: "Personally I have no issue about the thought of him not being here next season, I think he will be here and he's stated he would honour his contract.
"Michael has stated before he wants to be here next season. If you look at his career before he came here, he needed to find the right club and stability in himself as a manager.
"He needed the time to show he could work in an environment for a period of years and be successful, which is what top managers are about.
"We felt before he joined this was the right place for that, which has proved to be the case.
"You would think in his own interests it is the right thing to stay with us and see where we get to next season.
"We have been talking, but Michael touched upon it himself that if he had a 10-year contract it makes no difference (to the speculation).
"We have security until next summer when his current two-year deal finishes and we've got a period of time to make sure we have more security on that and that's something we will be looking at over the next few weeks.
"To be fair, when he came here he said clearly to me he didn't want to be a manager in 10 years and couldn't see himself being in Swansea in three or four years.
"He's said that clearly from day one so there's no surprise there, it's nothing different.
"But with us doing well and him being a past player and a fantastic one for Real Madrid, it's natural he will be touted around."
Laudrup's agent Bayram Tutumlu, meanwhile, told Danish newspaper Ekstra Bladet: "We have a good relationship with the chairman Huw Jenkins as negotiations take place in a positive spirit.
"The club has expressed a desire to extend the deal and Michael Laudrup is very happy to be in the club.
"It's really not that complicated here. The club is interested in an extension and we will soon find out when I am to sit down with the chairman in the coming weeks."