Question about asian option pricing engines

Hello,

	I was browsing the online documentation for QuantLib's asian option  
pricing engines and now I have a question. I see there are pricing  
engines for continuously sampled, geometrically averaged asian  
options (an analytic engine), for discretely sampled, geometrically  
averaged asian options (an analytic engine), and for discretely  
sampled, arithmetically averaged asian options (a Monte Carlo  
engine). However, I did not see a pricing engine for  continuously  
sampled, arithmetically averaged asian options. Why is that? Is the  
developer group waiting for someone to volunteer to implement that?  
Are there any PDE, perhaps finite difference-based pricing engines  
for these types of asian options?

Thanks,
Bob

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