Soak the cashews in a medium bowl covered with water for one hour or overnight on the counter top at room temperature. Drain and rinse the cashews and place them in a high speed blender with the remaining ingredients. Puree until creamy and simmer on the stove top in a small pot for 5 minutes on low heat. Remove from the heat, set aside to cool and transfer to the refrigerator to chill for at least 1 hour before serving. Add rum, if desired.