It sounds like you have a cotton coated Yorkie. I'm not familiar with the genetics of cotton vs. silky coat, but here are some articles you might find useful:
Yorkie Hair | Yorkshire Terrier Information Center How to Know if Your Yorkie Has a Silk Coat or Soft Coat - Pets
She also may be a "red-legged" Yorkie. I don't have experience with that either, but others may chime in with their opinion.