Between The Sheets
You basically have a Sidecar with rum here. Why add rum? Well the drink came about during Prohibition along with bathtub gin and nasty whiskey made from anything that would ferment. Having poor ingredients to choose from, barmen during the period modified established recipes to cover up the low quality spirits. In this case someone probably had a surplus of rum lying around (or the brandy he had was horrible) and voila we have the Between the Sheets cocktail. As to where the drink got its erotic name, that remains lost to history.
Cocktails invented during Prohibition get a lot worse. This one is a good choice for the aspiring cocktail drinker - someone who is still turned off by strong amber spirits and bitters. The rum tames the brandy somewhat and the citrus and Cointreau provide a pleasant, fruity backbone for this cocktail.
A lot of recipes will use more lemon juice, sometimes a full ounce. I find Cointreau and lemon juice in equal proportions to be quite tart. So I use a touch more than a 1/2 oz of lemon juice for this cocktail.
I like to "funk" up this cocktail sometimes with a more interesting rum choice than white rum. Appleton Extra 12 Year does a good job with a good VS Cognac. You have a different drink than the original but quite tasty. Might have to call this variation a Dirty Sheets due to the darker color of the drink.