Adult / Mystery / Fiction

I read this ~10 years ago but it seemed to have been written years before that.
A daughter is asked is to write a biography on her father but she never really knew her father and goes to investigate his past. I don’t remember much after this but towards the end I remember the dad having some frisky time in a sauna of sorts with another dude who turned out to be someone he knew when the curiosity got the better of him and he ran after the guy.

Would this be The Chimney Sweeper's Boy by Barbara Vine, perhaps? It's noted has having first been published in 1998.