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Since ZCash is based on the bitcoin core it is also enabled to create multi-signature transactions by default.
ZCash now adds the possibility to create also private transactions.
But how to create private multi-signature transactions? Is it even possible?
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Currently Private multisignature transactions are not supported. However, multisignature transactions are possible without the privacy.
It is possible to do a private Zcash spend to yourself, then do a globally transparent transaction (which could be a multi-signature transaction), and then the new holder of the funds (possibly you or possibly someone else) does another private Zcash spend to themselves.
