What is the relationship between Jessica and Shylock?

Jessica's situation in The Merchant of Venice is stated by her when she declares that

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....

This sums up her feeling of guilt over the fact she will abandon her father. At the same time she expresses her alienation from her father, specifically from his behavior, as she observes it. In eloping with Lorenzo she abandons her father and her religion.
In Shakespeare's time, and later, Jewish women in literature who converted to Christianity and married Gentile men (or were simply attracted to them) were seen as especially virtuous and as exceptions to the anti-Semitic stereotypes commonly held at the time. Jessica is such a character, as are Barabas's daughter in Marlowe's The Jew of Malta and, much later (though by this time the attitude of writers was more enlightened and the woman was not depicted as abandoning Judaism) Rebecca in Scott's Ivanhoe. In The Merchant of Venice the rights and wrongs of this situation are ambiguously presented. Though Shakespeare clings to the stereotypes, he also portrays Shylock sympathetically at key points, or at least, he very strongly appears to. This becomes even more obvious if one compares Shylock to Marlowe's Barabas, a character portrayed in totally negative terms. The elopement of Jessica is a misfortune to Shylock that presages his final defeat at the trial. When he says,

I have a daughter.
Would any of the stock of Barrabas
Had been her husband, rather than a Christian....

we see another indication of Shylock's basic human feelings as a father and a man of his religion, despite the stereotyping in his portrayal. Jessica would have been seen by an audience of Shakespeare's time and later as a negation of the stereotypes, but one can detect an additional stereotype in her portrayal, in the assumption that non-Christians wish to become Christian.