I was going to suggest that it was built by Davies & Metcalf, the builders of the V.O.R. locos, but on checking I found that they only ever built the two locos!
Regards, 62440. (My 1000th post)
This will sort it out for you,
http://en.wikipedia.org/wiki/Kalka-Shimla_Railway They're British built but not Swindon!