  In this paper, we study a stochastic recursive optimal control problem in
which the system is governed by a functional forward-backward stochastic
differential equation. Under standard assumptions, we establish the dynamic
programming principle and the related Path-dependent Hamilton-Jacobi-Bellman
(HJB) equation in the framework of functional It\^o calculus. The stochastic
verification theorem for the smooth case is proved. Finally, we show that the
value function is the viscosity solution of the Path-dependent HJB equation.
