I'm using C++ OpenCV 3.1 library, and according to docs it can handle radial and tangential distortion. I have used it for calibrating wide angle lenses with standard web cameras.
Thanks, now it makes sense! Lately I was getting better results with my chessboard in the middle of image (less distorted part). I think in that case I should try to apply distortion map from Leap Motion API and try to do stereo calibration after that.