Coconut oil has been proven to work in as a yeast infection remedy. In this article is highlighted an actual case study on how one female was successful using coconut oil as a suppository, very inventive. The reason the coconut oil works is because it contains lauric acid and caprylic acid. Melt the coconut oil in warm water and use it as a douche.
Source: Vaginal Yeast Infection Remedies
In the article they do mention you can use coconut oil capsules at bedtime as your body temperature will melt them. Some women use coconut oil as a personal lubricate during sex as a prevention. Also see coconut oil for yeast infection.