  We consider a one dimensional L\'evy bridge x_B of length n and index 0 <
\alpha < 2, i.e. a L\'evy random walk constrained to start and end at the
origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution
P_B(A,n) of the area A = \sum_{m=1}^n x_B(m) under such a L\'evy bridge and
show that, for large n, it has the scaling form P_B(A,n) \sim n^{-1-1/\alpha}
F_\alpha(A/n^{1+1/\alpha}), with the asymptotic behavior F_\alpha(Y) \sim
Y^{-2(1+\alpha)} for large Y. For \alpha=1, we obtain an explicit expression of
F_1(Y) in terms of elementary functions. We also compute the average profile <
\tilde x_B (m) > at time m of a L\'evy bridge with fixed area A. For large n
and large m and A, one finds the scaling form < \tilde x_B(m) > = n^{1/\alpha}
H_\alpha({m}/{n},{A}/{n^{1+1/\alpha}}), where at variance with Brownian bridge,
H_\alpha(X,Y) is a non trivial function of the rescaled time m/n and rescaled
area Y = A/n^{1+1/\alpha}. Our analytical results are verified by numerical
simulations.
