Several varieties of pumpkins grow in the Caribbean, but the most widely known is the calabaza (also known in the French West Indies as giraumon). Less watery than most squash, calabaza produces a soup with a gloriously velvety texture and concentrated flavor. If you can't find it, butternut squash makes a handy substitute. Typical of most Caribbean cooking, this soup is very spicy. For a mellower version, cut down on the amount of Scotch bonnet pepper in the recipe.
Heat the oil in a large saucepan over medium-high heat. Add squash, onion, celery, pepper, and garlic; sauté for 5 minutes. Add remaining ingredients; bring to a boil. Cover, reduce heat, and simmer 25 minutes or until tender. Discard bay leaf.
Place half of the squash mixture in a blender, and process until smooth. Pour pureed mixture into a bowl; repeat procedure with remaining squash mixture. Return pureed mixture to pan; cook over medium heat 3 minutes or until heated.