I think the part to add to Sri's response is that there was collaboration between CA APM and CA API-M (formerly Layer 7) engineering teams and we did not find a suitable monitoring option where the APM Java Agent is running directly in the gateway.
Having said this, a specific monitoring option called CA Precision API Monitoring has been developed that relies on the gateway publishing statistics about policies and performance of Gateway to an APM EPAgent that reports the data to APM.
This includes transaction trace visibility in the latest release.
There is some further discussion of that monitoring option here:
Precision API Monitoring v3.1, from CA Technologies