Carefully pierce the chestnuts the with a knife and plunge them into boiling water. Leave for 5 minutes then peel them while they are still hot, it's easier. Place in a casserole dish or baking tray.
Slice the pumpkin into two and remove the seeds. Peel, then cut the flesh into pieces and place in the casserole dish beside the chestnuts. Drizzle with olive oil, salt and pepper and roast for 20 minutes.
When the pumpkin and chestnuts are golden and soft, pour into a large pan. Add water, cinnamon, nutmeg, cayenne pepper and cloves. Bring to the boil and simmer for about 15 minutes.
Remove the cloves. Add the cream and blend until smooth.