Volsunga Saga - Chapter XL: How Gudrun cast herself into the Sea but was brought ashore again
Gudrun had a daughter by Sigurd hight Swanhild; she was the fairest of all women, eager-eyed as her father, so that few durst look under the brows of her; and as far did she excel other woman-kind as the sun excels the other lights of heaven.

But on a day went Gudrun down to the sea, and caught up stones in her arms, and went out into the sea, for she had will to end her life. But mighty billows drave her forth along the sea, and by means of their upholding was she borne along till she came at the last to the burg of King Jonakr, a mighty king, and lord of many folk. And he took Gudrun to wife, and their children were Hamdir, and Sorli, and Erp; and there was Swanhild nourished withal.