Male Yeast Infection would otherwise be known as Jock Itch caused by candidiasis or a similar fungus. Considering the fact that you had sex in a tub that alone makes this more likely as the fungus thrives in warm moist environments. The treatments to help this are usually mild and non-invasive and similar to those used to treat atheletes foot as this fungus is very similar or sometimes the same.
One other thought is that it is the same bacteria as what causes Bacterial Vaginosis which is actually more common in women than Yeast Infections are. This would have to be treated by antibiotics.
Neither one of these are necessarily contracted through sex. They can be developed otherwise so your girl may have been completely faithful and still developed one or the other. It is good that you are going to to a Dr soon. Without actually seeing the infection it would be impossible to know exactly what in the problem.
I would recommend researching STD's at
http://my.webmd.com, http://www.cdc.gov/ or any other reputable source.
An article specifically referring to Male yeast infection - Jock Itch is here
http://my.webmd.com/content/healthwi...tselectedguid={5FE84E90-BC77-4056-A91C-9531713CA348}
Good Luck
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