This is a very typical, traditional Puerto Rican drink served during the holidays. It can be made without the rum, you can add rum extract instead or leave it out all together, will taste just as good.
Mix evaporated milk, condensed milk, cream of coconut, vanilla extract, ground cinnamon, nutmeg and egg yolks in a blender or with mixer, add coconut rum and refrigerate (preferably overnight). Serve chilled with a cinnamon stick. Enjoy!