How to know the exact line of code where an exception has been caused?

It seems everyone is trying to improve your code to throw exceptions in your code, and no one is attempting the actual question you asked.

Which is because it can't be done. If the code that's throwing the exception is only presented in binary form (e.g. in a LIB or DLL file), then the line number is gone, and there's no way to connect the object to to a line in the source code.

A better solution is to use a custom class and a macro. :-)

#include <iostream>
#include <sstream>
#include <stdexcept>
#include <string>

class my_exception : public std::runtime_error {
    std::string msg;
public:
    my_exception(const std::string &arg, const char *file, int line) :
    std::runtime_error(arg) {
        std::ostringstream o;
        o << file << ":" << line << ": " << arg;
        msg = o.str();
    }
    ~my_exception() throw() {}
    const char *what() const throw() {
        return msg.c_str();
    }
};
#define throw_line(arg) throw my_exception(arg, __FILE__, __LINE__);

void f() {
    throw_line("Oh no!");
}

int main() {
    try {
        f();
    }
    catch (const std::runtime_error &ex) {
        std::cout << ex.what() << std::endl;
    }
}