That building was build for the "Dames de Saint Pierre", Benedictine nuns that lived their for centuries. The building that we can see, was in fact build in 1689 by Paul de Royer de la Valfenière to replace the old convent. In 1803, after the Revolution and a disrupt period (that building was even used as a jail house), it became the Lyon fine arts museum.
"Adam" and "L'âge d'airain" by Rodin
The old cloister is nowadays a beautiful garden where you can saunter along the paths and admire the statues of Rodin, Carpeaux, Bourdelle...
The former chapel
The former chapel hosts the temporary exhibitions of the fine arts museum.