Congrats!!
My youngest was "born" into the daycare. I went into it fully expecting that I could possibly lose every family I had. My action plan was to take the month off. She was due the first week. That (in theory) would give me a week off, baby comes, and then three weeks off. Little bugger was late, so I ended up having a 2 week old instead of a 3 1/2 week old, but what can you do.
Luckily, I only lost one family. And that was because I was no longer offering transport to school. They were in, then out, then in, then out, then in again. Two days before I re-opened, I called and they had changed their mind again. Lesson learned, should have charged a deposit or holding fee. But, as I said, I was prepared for the possibility.
I had a very well thought out plan when it came to "what will we do, if... (baby comes early, or I need a c-section, etc). I think that helped the parents feel better.