diff --git a/paramiko/ssh_exception.py b/paramiko/ssh_exception.py
index 3fe2739..f2406dc 100644
--- a/paramiko/ssh_exception.py
+++ b/paramiko/ssh_exception.py
@@ -114,17 +114,19 @@ class BadHostKeyException (SSHException):
         self.expected_key = expected_key
 
 
-class BadProxyCommand (SSHException):
+class ProxyCommandFailure (SSHException):
     """
     The "ProxyCommand" found in the .ssh/config file returned an error.
 
-    @ivar command: The command line that is generating this exception
+    @ivar command: The command line that is generating this exception.
     @type command: str
-    @ivar error: The error captured from the proxy command output
+    @ivar error: The error captured from the proxy command output.
     @type error: str
     """
     def __init__(self, command, error):
         SSHException.__init__(self,
             '"ProxyCommand (%s)" returned non-zero exit status: %s' % (
-                command, error))
+                command, error
+            )
+        )
         self.error = error