How can one instanciate an ApplicationInsight through Azure management?

**Query/Question**
How can I list and Create an Application Insight instance through Azure Management API?

***Why is this not a Bug or a feature Request?***
This might be a feature-request. The feature may exist but I can not find it in the documentation nor in the codebase.

Relates to https://github.com/Azure/azure-libraries-for-java/issues/10