The Dane can deliver the club's first major trophy - and European football for next season - with victory over League Two Bradford in Sunday afternoon's Capital One Cup final at Wembley.
Swansea are also set fair for a top-half finish in the Premier League, and Laudrup's impact in his first season in England has seen him linked with Chelsea and Real Madrid.
But the 48-year-old, who played for Real and Barcelona during his career, said: "I have ambition but I have never had any special dream to go to a specific team or a top team.
"Let's say that years ago I had set myself the ambition to become the manager of Real Madrid, Barcelona, Manchester United, Chelsea or Juventus, and that I finally arrived after 10 years of trying.
"Let's say I finish second in the League, lose in the semi-finals of the Champions League after penalties and lose 2-1 in the national cup final.
"The club say: 'Sorry, no trophies. Thank you very much, goodbye.' I have done everything for 10 years and then after nine months I am out. You can't live like that.
"It gives me much more pleasure to see how well you can do where you don't have to win all the time.
"I've been at the top clubs as a player. Maybe it's for that reason I don't have that dream like a young innocent manager just starting out. If one day I'm there as a manager at a top club, then I'm there. If I'm not, I'm not."
Laudrup's Swansea contract runs until the end of next season and both sides said recently they plan to discuss an extension.