c++ - Correct way to inherit from std::exception

Question

I've just created exception hierarchy and wanted to pass char* to constructor of one of my derived classes with a message telling what's wrong, but apparently std::exception doesn't have constructor which would allow me to do so. Yet there is a class member called what() which would suggest that some information can be passed.
How can I (can I?) pass text to derived class of a std::exception in order to pass info with my exception class, so I can say somewhere in the code:

throw My_Exception("Something bad happened.");

Answer 1

I use the following class for my exceptions and it works fine:

class Exception: public std::exception
{
public:
    /** Constructor (C strings).
     *  @param message C-style string error message.
     *                 The string contents are copied upon construction.
     *                 Hence, responsibility for deleting the char* lies
     *                 with the caller. 
     */
    explicit Exception(const char* message)
        : msg_(message) {}

    /** Constructor (C++ STL strings).
     *  @param message The error message.
     */
    explicit Exception(const std::string& message)
        : msg_(message) {}

    /** Destructor.
     * Virtual to allow for subclassing.
     */
    virtual ~Exception() noexcept {}

    /** Returns a pointer to the (constant) error description.
     *  @return A pointer to a const char*. The underlying memory
     *          is in posession of the Exception object. Callers must
     *          not attempt to free the memory.
     */
    virtual const char* what() const noexcept {
       return msg_.c_str();
    }

protected:
    /** Error message.
     */
    std::string msg_;
};