I do a different swimming class, but did up to the week before my due date no problems (and would have gone later if teh term hadn't ended). The only thing that got tough was all the low bending because the changing room is laid out with mats on the floor. The swimming itself was heaven, because it lifts and supports the bump.
I kept going to Water babies til 36/37 weeks with my 15 month old. Found the swimming on my back supporting toddler a bit tough by then and some of the lifting, other than that it was fine though and my toddler loved it!
i kept doing waterbabies until DD was born (she was born at 38+6). i had to stop then though as couldn't go in the water due to lochia and (now X)H wouldn't go in with DS for the few weeks until i could have gone back in, as he didn't 'do' waterbabies. shame...
however, i have subsequently seen mums in the pool with tiny newborns (2 - 3 weeks old) so presumably they got around the lochia somehow. since you aren't supposed to use tampons / mooncups, how did they do that?!
Sorry - can I highjack and ask how long you continued for with your toddlers? DD is in advanced and loves it so would like to continue - just wondered what you thought of the toddler sessions and how long you continued for and what you did instead if you stopped?
Yes, I did it with DD1 (21 months old) until a couple of days before 40 weeks. We actually missed the class the following week as I was in labour at 40+4. As with other posters I found the water helped support the bump and was very comfortable.