What is the name of the laboratory instrument for measuring the wave length of some radiation ?

It depends on the wavelength of the radiation being measured and the accuracy required.

A Wavemeter can be used to very accurately measure single wavelength radiation (e.g. monochromatic light).
Examples are the Michelson Interferometer and the Fizeau Interferometer.

Reflecting a beam of single wavelength radiation with a diffraction grating produces an interference pattern that can be measured with great accuracy, from which an accurate wavelength can be calculated.

Light can also be measured using a spectrometer.
This uses a prism and/or a diffraction grating. By measuring the angle that the radiation of interest is being output at it is possible to determine the wavelength (different wavelengths are refracted or diffracted at different angles). This is usually not quite as accurate as a wavemeter.

Radio frequency radiation is usually measured by counting the number of cycles over an accurately measured amount of time to get the frequency and then using the formula
#lambda = f/v#
where #lambda# is wavelength, #f# is frequency, and #v# is the velocity of propagation.

(Note that for a particular frequency the wavelength can vary, depending on the velocity of propagation).