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Keep in mind the era in which the story was written: the 1920s. Social mores were much more conservative then, and there was little public or private aid for unwed pregnant women or single mothers. Spain in the 1920s was strictly Roman Catholic, and the only acceptable options for Jig would have been marriage or adoption.
Another issue is abandonment. The man is an American, but is Jig? Does Hemingway tell us? Even if she persuades him to marry her, there is the possibility that he may just leave her.
What kind of life would the child have if the couple did marry and have the baby? Would the parents drink too much? Would they argue and fight? Would the man resent the child and make his feelings obvious?
I hope these musings help you!
In typical Hemingway fashion, this short story leaves much room for interpretation and most critical details regarding character and plot unstated. Clearly, through the dialogue (the one messenger the reader has to this couple's relationship) we realize that they are at odds over the issue of an impending abortion. As for other social issues, the language speaks to the unrestricted life of the hedonistic, ex-patriot era that many Americans enjoyed in Europe. Jig, the female, mentions that "none of this is ours anymore", referring to the easy life of traveling without responsibilities or restrictions. For her, things will change; for the boyfriend, who is rationalizing the procedure as something simple and easy ("nothing at all") they'll go right back to their vagabond ways and everything will be fine. On a more basic level, the stereotypical view that some men have (especially young, selfish men) about abortion being a quick fix, while women see it as a brief, yet permanently life changing decision could be another social issue. Again, Hemingway suggests, but never outright states.
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