cudf now sets an install rpath of $ORIGIN (#7863)

This corrects issues where a conda installed version of cudf can't find other conda installed libraries such as arrow.

Authors:
  - Robert Maynard (https://github.com/robertmaynard)

Approvers:
  - Keith Kraus (https://github.com/kkraus14)

URL: #7863

cpp/CMakeLists.txt

@@ -395,6 +395,7 @@ add_library(cudf
 
 set_target_properties(cudf
     PROPERTIES BUILD_RPATH                         "\$ORIGIN"
+               INSTALL_RPATH                       "\$ORIGIN"
                # set target compile options
                CXX_STANDARD                        14
                CXX_STANDARD_REQUIRED               ON