What is the title of this fictional novel set in New York City?

Google failed me so I run to Fluther for the answer. As usual. : )

Read this novel years ago and all I can recall is it was set in the 1880s or 1890s in New York City. The protagonist is a young man and his love interest was a beautiful prostitute.

The novel’s period setting is its main draw, rich with elaborate description of the mood of the times back then, happenings based on historical events and day to day living of city inhabitants, rich and poor.