Any way for a module to set directives when it's loaded?

[Ryan Burn]

Suppose I'm writing an nginx module foo. Is there any way to have foo
set default directives when it gets loaded?

For example, if I wanted foo to add headers to every request could I have

load_module modules/ngx_http_foo_module.so;

implicitly add

proxy_set_header foo-header bar-value;
...

to the http context?