Place the shallots and wine in a stainless steel saucepan on the stove. On high heat, reduce wine for about 12 minutes or until almost completely reduced.
Add lemon juice and capers to pan and reduce for about 1 minute.
Add cream and bring to a boil; reducing by half for about 2-3 minutes on medium heat. Reduce cream until desired thickness is achieved. This step can be done up to an hour before serving the sauce. Once the desired thickness is reached, set heat on low.
Cut butter into half-ounce cubes. Add cubes one at a time while constantly stirring with a whip. Wait until each cube is almost incorporated into the sauce before adding another. Once all the butter has been added, remove pan from heat, season with salt and serve.
Ladle sauce over grilled Swordfish Steaks.
If the sauce starts to separate on the edges while adding the butter and gets thin then add butter faster and lift pot up off of burner. If sauce starts to get very thick then add butter slower.
If you desire to hold the sauce, the trick is to not let it get too cold or too hot. Maintain a temperature no cooler than 100° and no hotter than 130°. If the oven is on and burners off, leaving saucepan on the stovetop will usually keep it warm enough. Stir the sauce every 15 minutes or so if holding the sauce.