1. A device for executing at least one transaction in a transaction processing system comprising a single transaction monitor executable in an open-type execution environment, said at least one transaction being executed by a sequential execution of a plurality of transaction components, said device comprising the following means: means for receiving, from said transaction monitor, at least one command for executing at least one transaction component of said plurality of transaction components, said at least one transaction component being developed for a proprietary-type execution environment that is distinct from said open-type execution environment; and, means for creating the proprietary-type execution environment in the open-type execution environment, and executing said at least one transaction component, the proprietary-type execution environment comprising at least: a first module configured for keeping the proprietary-type execution environment and the open-type execution environment, and updating the open-type execution environment based on results of executing the at least one transaction component; a second module configured for exchanging data between the proprietary-type execution environment and the open-type execution environment; and a third module configured for processing one or more functions associated with the at least one transaction component in the proprietary-type execution environment.