What are you going to do with the offspring?
Do you have a guaranteed way to prevent these animals from getting mixed up later on when/if they are in other peoples hands and muddying up bloodlines in the future?
I wont hate on it, if you are approaching this in a responsible manner, and can Guarantee that the offspring you produce will never ever get mixed up into the bloodlines of either species. ( I will give the same to ANYONE producing hybrids)
If you have no plan... you need to start thinking of one.