Cole Porter, who wrote the songs for this Ginger and Fred musical, loved whiskey sours so the bar at the Waldorf Astoria (where he lived) created this namesake cocktail. Sorry, no Cointreau or Benedictine...
The Cole Porter
1½ oz rye
1 oz oloroso sherry
¾ oz lemon juice
¼ oz sugar
1 egg white
Shake "dry" (without ice) for 10 seconds. Add ice, shake again. Strain, pour, garnish with lemon twist and Luxardo cherry.