Mostly birds of prey

A priceless note arrived this morning from that concrete jungle in the City of London, also known as the Barbican, where the Mostly Mozart Festival, appropriately expanded for the Mozart anniversary, is to kick off on 6 June:

Please note: The Royal Society for the Protection of Birds has asked the Barbican to cancel Mostly Mozart's opening night fireworks, due to a rare pair of Peregrine Falcons nesting in the vicinity of the Barbican, as the noise from the fireworks may cause distress to the birds and their chicks. In lieu of the fireworks, the Barbican will offer every member of the audience a complimentary glass of champagne after the concert.

I can't help wondering why on earth Peregrine Falcons should pick the Barbican, of all places, to nest. How did they get in? Did they follow the yellow line?