For the banana jam, de-stem, peel and dice the pineapple. Peel the bananas and cut into slices.
Place both in a large saucepan and blend coarsely. Mix in sugar. Slit the vanilla bean and add to the pot as well.
Bring everything to a boil while stirring until the jam begins to gel. Stir in rum and pour the still hot banana jam into jam jars rinsed with hot water.