To make the sauce heat the olive oil in a pot. When hot add the olive and gently fry until fragrant (1-2 minutes). Then add the garlic, anchovy and capers and fry for another 1-2 minutes.
When the flavours have blended add the cream and remove from the heat and stir well.
Add the chopped herbs and lemon juice. Season the fish on the skin side and place into a non-stick pan skin side down. Cook on a medium heat until the fish is halfway cooked. (The flesh will change to a whitish color as it cooks) turn the fish over and turn of the heat and allow to rest in the pan.
Boil the asparagus at this point until tender. Drain and divide between four plates. By this time the salmon will be perfectly cooked to medium. Spoon the sauce between each plate and garnish with a little extra chopped herbs.