Is it all right to take children swimming before they have completed their course of immunisations?
Yes, babies can be taken swimming at any age. Some swimming pools still suggest wrongly that children should not go swimming until they have had some or all of their immunisations.

This is a hangover from when polio was common and people were worried about its spread in swimming pools, which were places where large numbers of young people got together during the summer months. However, you should ensure you take care to dispose of soiled nappies and observe good hygiene as in any other public place.

Quoted directly from http://www.immunisation.nhs.uk