In a large soup pot, heat olive oil over medium heat and saute onions, bell peppers and garlic for 5 minutes, add beans, broth, cumin, oregano and cayenne pepper.
Simmer for 20 minutes.
In a food processor or blender, puree half of the soup. Return to the pot and stir to combine.
In a medium bowl, add yogurt, cream, cilantro, jalapeno and lime juice. Stir to combine.