It's All Geek to Me:
tales of the Greek Gods by Leah Samul
Eostre 91: Leda
Leda was the daughter of King Thestius. She was desired by Zeus, who impregnated her by disguising himself as a swan. Shortly thereafter, her own husban Tyndareus made love to her. Some sources say that from this double coupling, Leda laid two eggs (Larousse); some say she laid only one egg (Tripp, Stapleton) which contained Helen and Pollux, who were then considered the children of Zeus in his swan disguise. The other children born from this event, Castor and Clytemnestra, were then considered to be the children of Leda by Tyndareus. Other versions say that it was Nemesis that Zeus coupled with in the form of a swan, and the egg that came of this hatched only Helen. (Tripp, Kerenyi)
Other versions of the story include the egg being found in a marsh and brought to Leda, or the egg being thrown in Leda's lap by Hermes, and hidden in a chest until Helen was born. (Graves, Kerenyi) Of all these versions, the one that seems to be the most well known is that Leda was in fact impregnated by Zeus as a swan; almost everyone agrees to that. Beyond that, it simply depends on whose version you read. Both Kerenyi and Graves list exhaustive footnotes for their sources.
[Note: The story of Leda is one of the more fascinating and even bizarre tales in all of Greek mythology, and there are many variations of it. As is common in Greek mythology, the various versions of the story conflict. Above and beyond that, the appearance of the egg gives the the whole thing an interesting twist. Graves felt there might be a relationship between this egg and the blood-red egg that the Druids searched for every year at the seashore, which was said to have been laid by the sea serpent Goddess. See Graves 1, p.206-08 for this interesting interpretation. Added to this is the observation by Kerenyi that the word "Leda" is not a Greek name. He connects Leda with the Lycian word "Lada", which meant "woman". The reader can therefore take her/his choice of any number of tantalizing versions and interpretations of Leda's story.]
(Kerenyi, p. 106-07; Graves 1, p. 206-07; Tripp, p. 341; Larousse, p. 188-89)