You'd be surprised what there are markets for these days. This sounds as though it would qualify as erotica/'black lace' fiction, a genre that's becoming quite popular. It's not just about sex, I'm told, but has the same requirement for character and plot that all genres do.
I would suggest two courses of action:
1. If you don't already read this type of fiction, then go out and read as much as you can. 'Read what you write and write what you read' is the maxim, and it's a good one to bear in mind.
2. Register at somewhere like Writers Dock ( www.writersdock.co.uk ), where you can read work by other people (there are some erotica writers on there) as well put up some samples of your own for comment.
Whether you do the above or not - go ahead and start writing it. If it doesn't work, you can always redo it.