Season the cod and put it in a lightly greased baking dish along with the tomatoes. Drizzle over the oil and cook in a preheated oven, 200°C (400°F), Gas Mark 6, for 15 minutes until the fish is opaque and just cooked through.
Chop the anchovies, garlic and capers very finely to form a rough paste. Mix together with the mustard and vinegar, then stir in the oil, followed by the herbs.
Drizzle the sauce over the fish fillets and tomatoes to serve.