Cold brew the coffee by combining the grounds and 2 1/2 cups of the water into a sealable glass jar, shaking it, then refrigerating the mixture for at least 12 hours. Strain through a coffee filter into another sealable glass jar.

Combine the sugar and 2 cups of water in a pot and bring to a boil. Remove from heat and let this syrup cool to room temperature. IMPORTANT. You must let it cool.

Add cooled syrup, vanilla bean, rum, and vodka to the glass jar that contains the coffee. Let that mixture steep for at least 3 days (I left mine alone for 2 1/2 weeks), then remove the vanilla bean and bottle the liqueur.