Quote 1
JESSICA
Alack, what heinous sin is it in me
To be ashamed to be my father's child?
But though I am a daughter to his blood,
I am not to his manners. O Lorenzo,
If thou keep promise, I shall end this strife,
Become a Christian and thy loving wife. (2.3.16-21)
Jessica is ashamed to be her father's "child" because 1) Shylock is Jewish, which makes her Jewish, and 2) Shylock's has rude "manners" (read: he's not gentle or gentile). We also notice that, in Jessica's mind, marrying a gentile (a non-Jew) is synonymous with her own conversion from Jew to Christian. (This concept is from 1 Corinthians 7:14: "The unbelieving wife is sanctified by the husband.")
JESSICA
Nay, you need not fear us, Lorenzo. Lancelet
and I are out. He tells me flatly there is no mercy for
me in heaven, because I am a Jew's daughter; and
he says, you are no good member of the commonwealth,
for in converting Jews to Christians you
raise the price of pork.
LORENZO
I shall answer that better to the commonwealth
than you can the getting up of the negro's
belly! The Moor is with child by you, Lancelet. (3.5.30-38)
When Jessica and Lorenzo clown around with Lancelot, we get a sense of the play's anxiety about interracial couplings. Here Lancelot has been joking that Lorenzo's marriage to a "Jew's daughter" has raised the price of pork. (The idea being that Jessica's marriage has automatically converted her to Christianity, a religion that doesn't shun the consumption of swine.)
The conversation becomes even more bizarre when Lorenzo says something like, "Well I may have married a "Jew's daughter" but you got a Moor pregnant." What the heck is going on here? Although the play seems to endorse Jessica's marriage to Lorenzo and her conversion to Christianity, it also seems to stress the fact that Jessica, like Lancelot's black girlfriend, is an outsider in the play.
Quote 3
JESSICA
I am sorry thou wilt leave my father so.
Our house is hell and thou, a merry devil,
Didst rob it of some taste of tediousness.
But fare thee well. There is a ducat for thee,
And, Lancelet, soon at supper shalt thou see
Lorenzo, who is thy new master's guest.
Give him this letter, do it secretly.
And so farewell. I would not have my father
See me in talk with thee. (2.3.1-9)
Jessica seems to be lacking in familial love toward her father. Rather than chastise Lancelot for his betrayal, she calls her house hell, and in the same speech plots to betray her father by secretly meeting Lorenzo, her Christian lover.
Quote 4
JESSICA
Alack, what heinous sin is it in me
To be asham'd to be my father's child!
But though I am a daughter to his blood,
I am not to his manners. O Lorenzo,
If thou keep promise, I shall end this strife,
Become a Christian and thy loving wife. (2.3.2)
Jessica is isolated. She neither fits in with her father (and implicitly her Jewish background) nor is she a Christian. This tension causes her distress. She's willing to abandon her father and her religion to resolve it and join a community she can relate with more.
Quote 5
JESSICA
Alack, what heinous sin is it in me
To be asham'd to be my father's child!
But though I am a daughter to his blood,
I am not to his manners. O Lorenzo,
If thou keep promise, I shall end this strife,
Become a Christian and thy loving wife. (2.3.2)
Jessica chooses Lorenzo, and a Christian life, over her father and her Jewish background. She recognizes that it's a sin to be ashamed of her father, but she makes a choice that she thinks is truer to her nature. As her Jewish father's nature is so dissimilar to hers, it looks like her only choice is to become a Christian, walking away from being her father's child.