I may be wrong, but I don't think anthias lay eggs. I believe they are live bearers and will spawn in the water column.
I haven't heard of anyone being able to successfully raise baby anthias, but that's not to say you couldn't be the first. You may want to check out Mofib.org and see if anyone has bread them in the past.
Hope this helps a little.
Also, this would be a great question for Matt when he comes in town in february for Nextwave.