That line is the most central line and is called the Circle Line.Operating round the central of London it's a surprise it isn't called the Central Line.But there is a Central Line, and a section of it runs just north of Westminster.
The London Underground did give the East London line to the London Overground to ease its traffic.
On the London Underground map, the Circle Line is coloured yellow.
Central Line
The Circle Line Unfortunately this answer is wrong! According to Transport for London the only tube line to connect all London Underground lines is the Jubilee Line.
You need to get the Northern Line to Leicester Square and then the Piccadilly Line to London Waterloo.
Hammersmith and City.
It's on the BAKERLOO Line.
Jubilee Line.
Hammersmith & City line
Black.
Green is the District Line
How many feet underground is the Circle Line in London, UK