We present the novel calibration system of CRIRES+, the premiere high-resolution, cross-dispersed near-infrared (0.9-5.4um) spectrograph at the ESO/VLT. We discuss the system design and strategy for spectral and spatial calibration, as well as the integration into the instrument and its characterization from laboratory measurements and on-sky commissioning. Among the suite of wavelength calibrators is a newly developed, unique infra-red Fabry-Perot etalon (FPI), complementing gas-absorption cells for precision radial velocimetry and atomic emission line sources. The stabilized FPI simultaneously covers the Y-K bands and provides an unprecedented frequency comb of homogeneous, high-contrast spectral features, dramatically enhancing instrument calibration & monitoring. We highlight the technology developments required for stabilized infra-red FPIs and present results of the FPI laboratory characterization, the performance during 1st year regular operations of CRIRES+, and lessons learnt
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