Photoshop :: Creating Curved Lines Like In

I'm working on a map and need to have curved lines ending in arrows. When I use the line tool it only makes straight lines. When I use the pen tool it only makes solid shapes. I wish to use a tool that acts like the pen tool in illustrator - will give me a line that I am able to curve as I choose, at the thickness I choose, in the color I choose. I've spent an hour trying different tools to achieve this and no luck. A coworker suggested creating the lines in illustrator then importing them, however that seems counterproductive and I can't believe Photoshop can't do something as simple as making a curved line!