Comment: Since the swarm just arrived...

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Since the swarm just arrived...

it hasn't had a chance to get established yet. My guess would be that it would be easier to transfer it to a nuc box now without stressing the bees too much. Also, when they have no comb or brood to protect, they are also easier to work with (or so I've heard from the videos I've watched). The flip side is that since they swarmed late in the year, it might be difficult to get them through winter w/o adequate stores. The best time to start a hive colony seems to be April (depending on locale). I'm collecting a few videos on capturing swarms and setting up swarm traps which I will post in a new section in a few days. Here are a couple clips to give you an idea of what it's like to remove them from inside a structure once they get established.

Removing beehive swarm from building - Part 1, Part 2 (John Pluta)

Another thing to mention is that it's probably best to remove them when the weather is warm as they tend to get irritated when it's cold or rainy out.