The male was mid-stream on his favourite boulder when I got there at around 8.30. I guessed that the female was in the nest and that was confirmed when after a few minutes he flew up to the nest, went in and then flopped back out after 10 seconds or so. Every 20 minutes this behaviour was repeated and on one occasion I actually saw the male catch something in the stream and take it up in to the nest. This confirmed what I had suspected, he was actually feeding the female in the nest. At 10.30, she left the nest and as far as I could tell she had been in there for two hours. I was never confident that I could check the nest without causing disturbance so I resisted the temptation to check for eggs but to be honest, I didn't feel I needed to look because I am 99% certain that she had laid this morning.
To summarise, it appears that the female has laid and the male is already in to the routine of standing guard over the nest while she sits, providing food for her on the nest. I wasn't sure how the male will behave once the clutch is laid, but his behaviour this morning would indicate that the female is going to incubate the clutch and the male will feed her.