Take the carrots, wash and scrape and cut them into slices, put them in a saucepan with the onion, celery, and bay leaf, more than cover with boiling water and cook until tender. Remove from the fire, take out the bay leaf and rub the vegetables through a sieve with the water they were boiled in. Put back in the saucepan. Rub the butter with the flour, and stir into the purée, add to it the boiling milk, stir until thick, add pepper and salt to taste. Take from the fire, and stir into it the egg yolk beaten with the cream. Serve at once.