Hi there,
As mentioned in another question similar to this, we would need more information to do an accurate search. Just on WikiTree we have over 600 surnames of Swann. These Swanns are located everywhere from the United States including North Carolina, West Virginia, and Maryland to name a few, to other countries such as New Zealand, England and Canada.
Narrowing it down for us with any little bit of information can go a long way. If the parents were from New Zealand, the probability is high that the grandparents would be from New Zealand and not the United States for example.
I hope that makes sense and encourages you to share with us anything, no matter how insignificant!!!! We want to help, we really do.