Find Matching rows in the data frame by comparing all rows based on certain conditions

I'm fairly new to python and would appreciate if someone can guide me in the right direction.

I have a dataset that has unique trades in each row. I need to find all rows that match on certain conditions. Basically, find any offsetting trades that fit a certain condition. For example:

Find trades that have the same REF_RATE, RECEIVE is within a difference of 5, MATURITY_DATE is with 7 days of each other. I have attached the image of data.

Thank You.

https://stackoverflow.com/questions/65911646/find-matching-rows-in-the-data-frame-by-comparing-all-rows-based-on-certain-cond January 27, 2021 at 09:25AM