With a whisk, mix together the cream, sugar and egg yolks in the top of a double boiler off the heat. Add the butter and heat the mixture over boiling water. Once the butter has melted, cook for 10 minutes, whisking occasionally, until slightly thickened. Remove from the heat and pour the mixture into a medium mixing bowl. Whisk in the vanilla. Let cool completely, stirring occasionally, about 2 hours.