I looked this up and it does seem interesting. Maybe I'll do some up for New Years.
Enjoying a glass (or three) of coquito which is kinda like a spanish eggnog
My lady friend is really into spanish culture. She worked with a few hispanic woman and have become friends over the years...even speaks the language pretty decent. Anyway that's how we were introduced to the drink. One tip, some of the recipies on line will make the drink a little thick (almost milk shake consistancy). If you are looking to thin it out a bit, use coconut milk rather than more rum. We made ours with Kruzan but obviously you can use any quality rum of your choice.