In a saucepan, combine evaporated milk with star anise, cinnamon and cloves.
Heat milk until it is very warm, just till little bubbles start appearing at the perimeter, but DO NOT BOIL.
Turn off heat and leave for at least one hour. SEE NOTE
Strain evaporated milk and discard the spices.
In a blender, combined spiced evaporated milk with condensed milk, cream of coconut, vanilla extract, almond extract, lime zest and lime juice.
Blend until well mixed.
Add rum and blend until mixed.
Transfer to a bottle and chill for several hours.
To serve, garnish with freshly grated nutmeg.