When the value of a cell fails the validation process, its HasValidationError property will return true and its ValidationError property will contain a CellValidationError, which provides information on the cell in error, the error content, the exception (if one was thrown), and the validation rule that failed.  If the validation rule that failed is a binding-level ValidationRule, it will be wrapped in a PassthroughCellValidationRule. Validation errors will also be reported by a row when the value of one or more of its cells fails the validation process. Like cells, when a row contains validation errors, its HasValidationError property will return true and its ValidationError property will contain a RowValidationError, which provides information on the row in error, the error content, the exception, and the validation rule that failed.

Any validation rule created from the ValidationRule class can be reused in a grid by using a  PassthroughCellValidationRule, which wraps any validation rule and exposes it as a CellValidationRule.

Reference

PassthroughCellValidationRule Members
Xceed.Wpf.DataGrid.ValidationRules Namespace

Basic Concepts

Validating Data