In Belmont, when Jessica and Lorenzo are hanging out at Portia's house, musicians play and Jessica says that "sweet music" always makes her sad.
Lorenzo then makes a big speech about how music isn't what's causing her to be so bummed out. In fact, music has the power to make even wild animals calm and "less savage." (Comparing her to a wild animal? Gee, could Lorenzo be more condescending?)
The reason is, your spirits are attentive:
For do but note a wild and wanton herd,
Or race of youthful and unhandled colts,
Fetching mad bounds, bellowing and neighing loud,
Which is the hot condition of their blood;
If they but hear perchance a trumpet sound,
Or any air of music touch their ears,
You shall perceive them make a mutual stand,
Their savage eyes turn'd to a modest gaze
By the sweet power of music: (5.1.13)
What's interesting to note here is the way Lorenzo emphasizes the concept of change or transformation. Why would Lorenzo associate Jessica with savage animals that become calm after hearing music? Well, this seems like an allusion to the fact that Jessica has recently converted from Judaism (often associated with savageness in the play) to Christianity.
Jessica grew up in a house where there was no music. Remember that, earlier in the play, Shylock ordered Jessica to shut up all the windows and doors so the music from the street wouldn't make its way in: "Hear you me, Jessica, / Lock up my doors; and when you hear the drum [...] stop my house's ears" (2.4.5).
So when Lorenzo declares that "The man that hath no music in himself, / Nor is not moved with concord of sweet sounds, / Is fit for treasons, stratagems and spoils" (5.1.13), it seems like an obvious reference to Shylock, who hates music and is often characterized as a "savage" Jew.