Add note about specifying custom base class for Exceptions. (#2465)

* Add note about specifying custom base.

* Update exception docs based on PR feedback.

* Fix trailing whitespace.
Co-authored-by: Michal Sustr <michal.sustr@aic.fel.cvut.cz>

docs/advanced/exceptions.rst

@@ -79,6 +79,19 @@ This call creates a Python exception class with the name ``PyExp`` in the given
 module and automatically converts any encountered exceptions of type ``CppExp``
 into Python exceptions of type ``PyExp``.
 
+It is possible to specify base class for the exception using the third
+parameter, a pointer to `PyObject`:
+
+.. code-block:: cpp
+
+    py::register_exception<CppExp>(module, "PyExp", PyExc_RuntimeError);
+
+Then `PyExp` can be caught both as `PyExp` and `RuntimeError`.
+
+The class objects of the built-in Python exceptions are listed in the Python
+documentation on `Standard Exceptions <https://docs.python.org/3/c-api/exceptions.html#standard-exceptions>`_.
+The default base class is `PyExc_Exception`.
+
 When more advanced exception translation is needed, the function
 ``py::register_exception_translator(translator)`` can be used to register
 functions that can translate arbitrary exception types (and which may include