Heat the cream and sugar in a heavy-bottomed medium saucepan over medium-high heat until mixture begins to boil.
Mix the cornflour and cold water in a small bowl until smooth; slowly whisk into simmering cream. Simmer 2 to 3 minutes.
Put the yolks into a stainless steel bowl; whisk. Temper the yolks by slowly whisking 1 cup hot, thickened cream mixture into yolks. Return the yolk mixture to hot cream mixture, whisking in slowly. After mixture is whisked together, cook over medium-low heat until mixture reaches 140F. Remove from heat and pour through a fine mesh strainer.
Add the whiskey, adjusting to taste, and keep warm until ready to use.