1. A device for executing at least one transaction in a transaction processing system comprising a 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 being characterized in that it comprises 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 a proprietary-type execution space and executing said at least one transaction component.