Euphoria vs. LUA and others

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Hello all
We develop financial trading applications using C++ (VC6) and we are considering
implementing a script trading module, so users can trade automatically via their
own written scripts.
We have more or less decided upon the script language LUA, but by occasion I
stumbled over Euphoria and is investegating this now. The primary reason for
considering Euphoria is the speed which supposedly should be a very fast
scripting language and the ability to convert to C code.

My problem / question is that I do not see any method for inserting EU into our
application so it is an integrated part of our application.
Can this be done? If so - can anyone lead me to the documentation as how to go
about this.
Or know an existing application that allready has this.

Cheers,
Lars

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