Wild Orchid II: Two Shades of Blue (1991)

Blue is a teenage girl who lives with her Jazz playing father Ham. Ham, frustrated with being a drug addict, crashes his car and kills himself. Blue must support herself somehow. Elle, the headmistress at a brothel, talks her into living and working at her establishment. She decides to leave the business and lead a normal life. Elle is hellbent to see that she never has one.