Enemy Mine by Nia Farrell

It’s been a horrible day for Ophelia Delacroix in Union-occupied New Orleans. Orphaned, destitute, and responsible for a younger sister and their servant, she’s just been offered a job at an upscale bordello that requires wearing a wig and being called “Pearl.” Accosted as she leaves her interview, she is saved by Federal Cavalry officer Henry Sharp, who offers to escort her safely home.
Ophelia does not correct the second lieutenant’s belief that she is already a high-class prostitute working for Madame Beauvais. That will be true enough tomorrow. Tonight, though, she has a choice and agrees to let Henry buy her—plus extras—for the night. She has no idea what the dominant officer will ask of her.
They’ll learn each other’s secrets soon enough.
War makes strange bedfellows. Henry’s not complaining. This officer is about to discover that his very ungentlemanly offer has bought him much more than he bargained for.