Glen Duncan's By Blood We Live

The two protagonists in this book are an ancient vampire and a relatively new werewolf (she was bitten no more than a decade ago, and probably less). If you decide to read the book, begin with the first one in this three-part series (so far) so that you understand what's going on: 1. The Last Werewolf (2011) and 2. Talullah Rising (2011). There are many references to previous people and events that can get confusing. The first two books are heavy werewolf, but the third book is evenly split between werewolf and vampire. Duncan stays pretty true to traditional limitations and abilities of the two species, but provides complexity in explaining WHY certain things are the way there are. It's a great series, with graphic sex and gore.